+1,723.2%
NTRA vs TMF
-77.2%
+1,800.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.6% | -1.4% | +2.0% | +0.6% |
| 30D | +19.5% | -2.8% | +22.3% | +19.6% |
| 3M | +47.8% | -10.9% | +58.7% | +48.1% |
| 6M | +61.6% | -21.3% | +83.0% | +62.2% |
| YTD | +43.3% | -15.9% | +59.1% | +43.7% |
| 1Y | +97.0% | -15.7% | +112.8% | +97.6% |
| 3Y | +424.9% | -43.4% | +468.3% | +425.5% |
| 5Y | +165.2% | -87.8% | +252.9% | +152.0% |
| 10Y | +3,114.3% | -86.7% | +3,201.0% | +3,314.7% |
| All | +1,723.2% | -77.2% | +1,800.4% | +1,702.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling