+3,032.9%
NTRA vs TMF
-86.4%
+3,119.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.2% | -1.1% |
| 7D | -0.5% | -4.8% | +4.3% | -0.3% |
| 30D | +4.3% | -4.9% | +9.2% | +4.5% |
| 3M | +50.6% | -13.4% | +64.1% | +51.4% |
| 6M | +63.9% | -23.0% | +87.0% | +65.3% |
| YTD | +42.4% | -20.2% | +62.5% | +43.4% |
| 1Y | +92.1% | -26.5% | +118.6% | +93.8% |
| 3Y | +501.7% | -45.2% | +546.9% | +506.6% |
| 5Y | +171.4% | -88.4% | +259.9% | +164.8% |
| All | +3,032.9% | -86.4% | +3,119.4% | +3,616.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling