+90.9%
NTR vs TMF
-83.7%
+174.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +1.0% | -2.8% |
| 7D | -2.5% | -4.8% | +2.3% | -2.9% |
| 30D | +17.0% | -4.9% | +21.9% | +16.5% |
| 3M | +22.2% | -13.4% | +35.6% | +20.7% |
| 6M | +5.2% | -23.0% | +28.2% | +2.9% |
| YTD | +29.7% | -20.2% | +49.8% | +27.4% |
| 1Y | +39.4% | -26.5% | +65.9% | +36.1% |
| 3Y | +38.2% | -45.2% | +83.4% | +32.3% |
| 5Y | +47.6% | -88.4% | +136.0% | +10.4% |
| All | +90.9% | -83.7% | +174.6% | +75.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling