+1,189.3%
NTAP vs TMF
-69.2%
+1,258.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -15.1% | +1.2% | -16.3% | -14.9% |
| 30D | -28.1% | +19.7% | -47.8% | -25.8% |
| 3M | -11.4% | -2.1% | -9.3% | -11.4% |
| 6M | +52.2% | -13.4% | +65.7% | +49.4% |
| YTD | +60.4% | -16.7% | +77.2% | +56.6% |
| 1Y | +51.0% | -23.3% | +74.3% | +45.5% |
| 3Y | +135.6% | -24.8% | +160.4% | +132.1% |
| 5Y | +107.5% | -88.0% | +195.6% | +45.4% |
| 10Y | +608.6% | -84.7% | +693.3% | +492.7% |
| All | +1,189.3% | -69.2% | +1,258.5% | +1,514.1% |
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