+151.9%
NTAP vs TMF
-28.1%
+180.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | -2.4% | -3.4% | +0.9% | -2.4% |
| 30D | -23.4% | +11.5% | -34.9% | -23.6% |
| 3M | -7.5% | -4.5% | -3.0% | -7.3% |
| 6M | +56.4% | -15.0% | +71.3% | +57.2% |
| YTD | +73.6% | -19.9% | +93.5% | +74.9% |
| 1Y | +68.4% | -26.6% | +95.0% | +69.9% |
| All | +151.9% | -28.1% | +180.0% | +144.5% |
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