+381.6%
SAN vs TMF
-87.5%
+469.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +1.8% | -1.4% | +3.2% | +1.8% |
| 30D | +2.0% | -2.8% | +4.8% | +2.0% |
| 3M | +19.7% | -10.9% | +30.6% | +19.5% |
| 6M | +30.6% | -21.3% | +51.9% | +29.9% |
| YTD | +28.8% | -15.9% | +44.7% | +28.4% |
| 1Y | +57.8% | -15.7% | +73.5% | +57.3% |
| 3Y | +338.1% | -43.4% | +381.5% | +329.7% |
| All | +381.6% | -87.5% | +469.1% | +264.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling