+189.0%
NI vs TMF
-82.2%
+271.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.5% |
| 7D | +1.5% | -1.1% | +2.6% | +1.5% |
| 30D | +11.9% | +11.8% | +0.1% | +11.8% |
| 3M | +9.1% | -4.0% | +13.2% | +9.1% |
| 6M | -1.8% | -16.5% | +14.8% | -1.7% |
| YTD | +11.4% | -19.9% | +31.3% | +11.5% |
| 1Y | +6.4% | -25.6% | +31.9% | +6.5% |
| 3Y | +98.2% | -29.9% | +128.1% | +98.9% |
| 5Y | +110.1% | -88.2% | +198.3% | +89.4% |
| 10Y | +189.0% | -81.7% | +270.7% | +125.6% |
| All | +189.0% | -82.2% | +271.2% | +125.6% |
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 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