+262.4%
SAN vs TMF
-69.1%
+331.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.4% |
| 7D | +3.5% | +2.7% | +0.8% | +4.1% |
| 30D | -13.2% | +19.3% | -32.5% | -9.3% |
| 3M | -16.9% | -3.7% | -13.3% | -17.6% |
| 6M | +2.3% | -11.3% | +13.7% | -0.7% |
| YTD | +4.9% | -16.6% | +21.5% | +0.3% |
| 1Y | +20.4% | -21.1% | +41.6% | +13.5% |
| 3Y | +243.2% | -26.8% | +270.0% | +227.5% |
| 5Y | +275.3% | -88.0% | +363.3% | +113.7% |
| 10Y | +254.0% | -84.7% | +338.7% | +167.1% |
| All | +262.4% | -69.1% | +331.5% | +385.6% |
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