+259.6%
SAN vs TMF
-83.0%
+342.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.1% | +6.1% |
| 7D | +8.7% | +0.6% | +8.1% | +8.8% |
| 30D | -6.5% | +16.3% | -22.8% | -4.1% |
| 3M | -14.2% | -2.7% | -11.5% | -14.5% |
| 6M | +2.7% | -13.2% | +15.9% | +0.3% |
| YTD | +8.9% | -16.7% | +25.5% | +5.6% |
| 1Y | +23.4% | -22.7% | +46.1% | +18.0% |
| 3Y | +257.9% | -26.1% | +284.0% | +249.1% |
| 5Y | +297.8% | -88.4% | +386.2% | +133.0% |
| 10Y | +259.6% | -81.8% | +341.4% | +196.2% |
| All | +259.6% | -83.0% | +342.6% | +196.2% |
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