+127.9%
NTAP vs TMF
-88.6%
+216.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.5% |
| 7D | +7.2% | -9.3% | +16.5% | +7.3% |
| 30D | -18.4% | +1.9% | -20.3% | -18.4% |
| 3M | -11.3% | -11.2% | -0.1% | -11.2% |
| 6M | +53.8% | -17.7% | +71.5% | +54.1% |
| YTD | +72.0% | -24.5% | +96.4% | +72.6% |
| 1Y | +68.0% | -29.4% | +97.5% | +68.7% |
| 3Y | +149.5% | -33.4% | +182.9% | +150.0% |
| All | +127.9% | -88.6% | +216.6% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling