+136.1%
NI vs TMF
-86.8%
+223.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +2.3% | +1.0% | +1.3% | +2.3% |
| 30D | -1.7% | -1.8% | +0.2% | -1.6% |
| 3M | -8.0% | -8.2% | +0.2% | -7.9% |
| 6M | -8.6% | -19.5% | +10.9% | -8.5% |
| YTD | +2.3% | -16.0% | +18.3% | +2.5% |
| 1Y | +6.9% | -22.5% | +29.4% | +7.2% |
| 3Y | +70.6% | -42.3% | +112.8% | +70.3% |
| 5Y | +96.4% | -87.7% | +184.1% | +80.0% |
| 10Y | +136.1% | -86.5% | +222.6% | +107.3% |
| All | +136.1% | -86.8% | +223.0% | +107.3% |
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