+1,295.5%
NTAP vs TMF
-70.3%
+1,365.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | -2.4% | -3.4% | +0.9% | -2.9% |
| 30D | -23.4% | +11.5% | -34.9% | -21.9% |
| 3M | -7.5% | -4.5% | -3.0% | -7.9% |
| 6M | +56.4% | -15.0% | +71.3% | +53.0% |
| YTD | +73.6% | -19.9% | +93.5% | +68.5% |
| 1Y | +68.4% | -26.6% | +95.0% | +61.1% |
| 3Y | +150.6% | -29.8% | +180.4% | +143.9% |
| 5Y | +122.5% | -88.2% | +210.7% | +55.9% |
| 10Y | +589.7% | -81.4% | +671.1% | +502.0% |
| All | +1,295.5% | -70.3% | +1,365.8% | +1,636.4% |
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