+182.5%
NTRA vs TMF
-88.3%
+270.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.6% |
| 6M | +60.6% | -15.0% | +75.6% | +63.1% |
| YTD | +39.6% | -19.9% | +59.5% | +42.6% |
| 1Y | +54.7% | -26.6% | +81.3% | +59.0% |
| 3Y | +584.3% | -29.8% | +614.1% | +590.9% |
| 5Y | +182.5% | -88.2% | +270.7% | +210.1% |
| All | +182.5% | -88.3% | +270.8% | +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