+562.2%
NTAP vs TMF
-82.1%
+644.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.7% |
| 7D | +7.2% | -9.3% | +16.5% | +6.0% |
| 30D | -18.4% | +1.9% | -20.3% | -18.1% |
| 3M | -11.3% | -11.2% | -0.1% | -12.3% |
| 6M | +53.8% | -17.7% | +71.5% | +51.0% |
| YTD | +72.0% | -24.5% | +96.4% | +67.4% |
| 1Y | +68.0% | -29.4% | +97.5% | +62.3% |
| 3Y | +149.5% | -33.4% | +182.9% | +144.2% |
| 5Y | +125.6% | -88.7% | +214.3% | +59.8% |
| All | +562.2% | -82.1% | +644.3% | +488.3% |
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