+558.9%
NTRA vs TMF
-28.1%
+587.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -18.2% | -3.4% | -14.9% | -17.9% |
| 30D | -19.6% | +11.5% | -31.1% | -20.6% |
| 3M | +2.3% | -4.5% | +6.8% | +2.7% |
| 6M | +60.6% | -15.0% | +75.6% | +63.2% |
| YTD | +39.6% | -19.9% | +59.5% | +42.5% |
| 1Y | +54.7% | -26.6% | +81.3% | +58.4% |
| All | +558.9% | -28.1% | +587.0% | +524.1% |
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