+276.7%
SAN vs TMF
-81.8%
+358.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +3.4% | -3.4% | +6.8% | +2.8% |
| 30D | -6.3% | +11.5% | -17.8% | -4.5% |
| 3M | -14.1% | -4.5% | -9.6% | -14.7% |
| 6M | +4.2% | -15.0% | +19.1% | +1.4% |
| YTD | +9.0% | -19.9% | +28.9% | +5.1% |
| 1Y | +18.8% | -26.6% | +45.3% | +12.6% |
| 3Y | +252.0% | -29.8% | +281.8% | +240.0% |
| 5Y | +299.5% | -88.2% | +387.7% | +137.2% |
| 10Y | +276.7% | -81.4% | +358.0% | +213.0% |
| All | +276.7% | -81.8% | +358.4% | +213.0% |
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