+1,928.4%
NI vs TMF
-69.2%
+1,997.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +0.4% | +0.6% | -0.2% | +0.5% |
| 30D | +11.3% | +16.3% | -5.0% | +11.9% |
| 3M | +6.5% | -2.7% | +9.2% | +6.4% |
| 6M | -2.3% | -13.2% | +10.9% | -2.7% |
| YTD | +10.8% | -16.7% | +27.5% | +10.2% |
| 1Y | +6.2% | -22.7% | +29.0% | +5.3% |
| 3Y | +98.7% | -26.1% | +124.7% | +97.9% |
| 5Y | +111.3% | -88.4% | +199.8% | +85.9% |
| 10Y | +178.1% | -81.8% | +259.9% | +157.3% |
| All | +1,928.4% | -69.2% | +1,997.6% | +2,151.9% |
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