+49.2%
NTRS vs TMF
-26.8%
+76.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.4% | -5.1% | +6.5% | +1.4% |
| 30D | -0.7% | -4.6% | +3.9% | -0.6% |
| 3M | +11.3% | -16.6% | +27.9% | +11.5% |
| 6M | +35.5% | -19.9% | +55.4% | +35.0% |
| YTD | +40.6% | -20.2% | +60.7% | +39.9% |
| 1Y | +49.2% | -27.7% | +76.9% | +48.9% |
| All | +49.2% | -26.8% | +76.0% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling