-23.8%
TSEM vs SAN
+1,744.6%
-1,768.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.1% | +4.8% | +8.8% |
| 7D | -2.0% | +8.7% | -10.7% | -4.9% |
| 30D | -33.4% | -6.5% | -26.9% | -32.1% |
| 3M | -39.7% | -14.2% | -25.5% | -36.6% |
| 6M | -27.8% | +2.7% | -30.6% | -28.6% |
| YTD | +29.7% | +8.9% | +20.8% | +25.4% |
| 1Y | +81.1% | +23.4% | +57.8% | +68.6% |
| 3Y | +529.3% | +257.9% | +271.3% | +309.0% |
| 5Y | +315.0% | +297.8% | +17.2% | +150.3% |
| 10Y | +865.7% | +259.6% | +606.1% | +466.9% |
| All | -23.8% | +1,744.6% | -1,768.4% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling