+92.9%
NTRS vs TMF
-88.5%
+181.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.4% |
| 7D | +0.3% | -4.8% | +5.1% | +0.4% |
| 30D | +0.2% | -4.9% | +5.1% | +0.2% |
| 3M | +13.2% | -13.4% | +26.6% | +13.5% |
| 6M | +36.9% | -23.0% | +60.0% | +37.4% |
| YTD | +39.1% | -20.2% | +59.3% | +39.5% |
| 1Y | +50.4% | -26.5% | +76.9% | +51.1% |
| 3Y | +166.8% | -45.2% | +212.0% | +165.8% |
| 5Y | +92.9% | -88.4% | +181.3% | +52.9% |
| All | +92.9% | -88.5% | +181.4% | +52.9% |
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 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