+498.0%
NTRA vs TMF
-42.4%
+540.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +1.1% | +1.0% | +0.1% | +0.9% |
| 30D | +0.6% | -1.8% | +2.5% | +0.8% |
| 3M | +51.8% | -8.2% | +60.1% | +53.3% |
| 6M | +63.6% | -19.5% | +83.1% | +66.6% |
| YTD | +41.5% | -16.0% | +57.4% | +43.8% |
| 1Y | +93.6% | -22.5% | +116.1% | +97.4% |
| 3Y | +498.0% | -42.3% | +540.3% | +486.7% |
| All | +498.0% | -42.4% | +540.4% | +486.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling