+22.0%
NTR vs TMF
-88.3%
+110.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.6% | -3.4% | +2.8% | -0.6% |
| 30D | +5.4% | +11.5% | -6.1% | +5.5% |
| 3M | +7.3% | -4.5% | +11.8% | +7.2% |
| 6M | +2.2% | -15.0% | +17.2% | +2.0% |
| YTD | +18.9% | -19.9% | +38.7% | +18.6% |
| 1Y | +23.7% | -26.6% | +50.3% | +23.4% |
| 3Y | +47.5% | -29.8% | +77.4% | +47.8% |
| 5Y | +22.0% | -88.2% | +110.2% | +1.5% |
| All | +22.0% | -88.3% | +110.3% | +1.5% |
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 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