+345.0%
SAN vs TMF
-68.9%
+413.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.7% |
| 7D | +1.8% | -1.4% | +3.2% | +1.4% |
| 30D | +2.0% | -2.8% | +4.8% | +1.3% |
| 3M | +19.7% | -10.9% | +30.6% | +16.3% |
| 6M | +30.6% | -21.3% | +51.9% | +22.7% |
| YTD | +28.8% | -15.9% | +44.7% | +23.4% |
| 1Y | +57.8% | -15.7% | +73.5% | +51.4% |
| 3Y | +338.1% | -43.4% | +381.5% | +289.2% |
| 5Y | +384.2% | -87.8% | +472.0% | +179.4% |
| 10Y | +353.1% | -86.7% | +439.9% | +225.8% |
| All | +345.0% | -68.9% | +413.8% | +497.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling