+69.5%
NI vs TMF
-41.6%
+111.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +2.0% | -1.4% | +3.5% | +2.2% |
| 30D | -3.5% | -2.8% | -0.7% | -3.2% |
| 3M | -9.1% | -10.9% | +1.8% | -7.9% |
| 6M | -11.8% | -21.3% | +9.5% | -9.4% |
| YTD | +1.1% | -15.9% | +17.0% | +3.1% |
| 1Y | +6.7% | -15.7% | +22.4% | +8.6% |
| All | +69.5% | -41.6% | +111.1% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling