+1,311.1%
NTAP vs TMF
-68.9%
+1,380.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.2% |
| 7D | -0.8% | -1.4% | +0.7% | -1.0% |
| 30D | -0.5% | -2.8% | +2.3% | -0.9% |
| 3M | +4.1% | -10.9% | +15.0% | +2.3% |
| 6M | +88.0% | -21.3% | +109.3% | +81.2% |
| YTD | +75.6% | -15.9% | +91.4% | +71.2% |
| 1Y | +58.9% | -15.7% | +74.7% | +55.4% |
| 3Y | +153.6% | -43.4% | +196.9% | +137.0% |
| 5Y | +127.6% | -87.8% | +215.4% | +60.5% |
| 10Y | +580.4% | -86.7% | +667.1% | +450.7% |
| All | +1,311.1% | -68.9% | +1,380.0% | +1,664.5% |
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 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