+92.6%
NTR vs TMF
-82.8%
+175.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.5% |
| 7D | +8.1% | -1.4% | +9.5% | +8.0% |
| 30D | +18.8% | -2.8% | +21.6% | +18.5% |
| 3M | +16.2% | -10.9% | +27.1% | +15.1% |
| 6M | +9.8% | -21.3% | +31.1% | +7.6% |
| YTD | +30.9% | -15.9% | +46.7% | +29.2% |
| 1Y | +41.8% | -15.7% | +57.5% | +40.1% |
| 3Y | +35.8% | -43.4% | +79.1% | +30.3% |
| 5Y | +51.0% | -87.8% | +138.8% | +13.6% |
| All | +92.6% | -82.8% | +175.5% | +77.9% |
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