+237.4%
SAN vs TMF
-84.4%
+321.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.3% |
| 7D | +4.9% | +1.2% | +3.7% | +5.1% |
| 30D | -13.0% | +19.7% | -32.7% | -10.3% |
| 3M | -18.9% | -2.1% | -16.8% | -19.1% |
| 6M | -4.1% | -13.4% | +9.3% | -6.4% |
| YTD | +2.6% | -16.7% | +19.3% | -0.5% |
| 1Y | +16.9% | -23.3% | +40.3% | +11.7% |
| 3Y | +239.1% | -24.8% | +263.9% | +232.4% |
| 5Y | +266.8% | -88.0% | +354.9% | +119.6% |
| All | +237.4% | -84.4% | +321.8% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling