+260.2%
SAN vs TMF
-82.2%
+342.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +0.2% |
| 7D | +10.8% | -1.1% | +11.8% | +10.6% |
| 30D | -5.7% | +11.8% | -17.6% | -3.9% |
| 3M | -13.4% | -4.0% | -9.4% | -13.9% |
| 6M | +3.5% | -16.5% | +20.1% | +0.5% |
| YTD | +9.7% | -19.9% | +29.6% | +5.7% |
| 1Y | +20.9% | -25.6% | +46.4% | +14.9% |
| 3Y | +254.3% | -29.9% | +284.2% | +242.2% |
| 5Y | +304.2% | -88.2% | +392.5% | +140.0% |
| 10Y | +260.2% | -81.7% | +341.9% | +197.9% |
| All | +260.2% | -82.2% | +342.4% | +197.9% |
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