+175.1%
NTRA vs TMF
-88.0%
+263.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | +3.8% | -1.0% | +4.7% | +3.8% |
| 3M | +48.2% | -11.3% | +59.5% | +50.1% |
| 6M | +61.0% | -22.7% | +83.7% | +64.9% |
| YTD | +44.2% | -17.3% | +61.5% | +46.9% |
| 1Y | +87.3% | -22.5% | +109.8% | +91.6% |
| 3Y | +509.4% | -43.2% | +552.7% | +527.8% |
| 5Y | +175.1% | -88.3% | +263.4% | +210.1% |
| All | +175.1% | -88.0% | +263.1% | +210.1% |
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 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