+255.5%
NTRS vs TMF
-86.4%
+341.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.4% | -5.1% | +6.5% | +0.6% |
| 30D | -0.7% | -4.6% | +3.9% | -1.3% |
| 3M | +11.3% | -16.6% | +27.9% | +8.4% |
| 6M | +35.5% | -19.9% | +55.4% | +31.2% |
| YTD | +40.6% | -20.2% | +60.7% | +36.2% |
| 1Y | +49.2% | -27.7% | +76.9% | +42.4% |
| 3Y | +167.2% | -43.9% | +211.1% | +147.9% |
| 5Y | +94.9% | -88.4% | +183.3% | +17.4% |
| All | +255.5% | -86.4% | +341.9% | +166.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling