+1,672.7%
NTRA vs TMF
-79.5%
+1,752.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | +2.7% | -9.3% | +12.0% | +2.9% |
| 30D | -19.2% | +1.9% | -21.1% | -19.2% |
| 3M | +2.7% | -11.2% | +13.9% | +2.9% |
| 6M | +63.4% | -17.7% | +81.1% | +64.0% |
| YTD | +39.3% | -24.5% | +63.7% | +40.0% |
| 1Y | +59.0% | -29.4% | +88.4% | +59.9% |
| 3Y | +557.4% | -33.4% | +590.8% | +559.7% |
| 5Y | +177.4% | -88.7% | +266.1% | +164.3% |
| 10Y | +2,761.8% | -82.5% | +2,844.2% | +3,080.4% |
| All | +1,672.7% | -79.5% | +1,752.3% | +1,655.7% |
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 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