+349.5%
NTRS vs TMF
-68.9%
+418.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -1.0% |
| 7D | +1.7% | +1.0% | +0.7% | +1.9% |
| 30D | +0.1% | -1.8% | +2.0% | -0.2% |
| 3M | +9.8% | -8.2% | +18.1% | +8.2% |
| 6M | +34.7% | -19.5% | +54.1% | +29.4% |
| YTD | +37.4% | -16.0% | +53.3% | +33.3% |
| 1Y | +48.2% | -22.5% | +70.6% | +41.7% |
| 3Y | +163.5% | -42.3% | +205.8% | +142.4% |
| 5Y | +88.2% | -87.7% | +175.9% | +21.0% |
| 10Y | +246.8% | -86.5% | +333.4% | +167.2% |
| All | +349.5% | -68.9% | +418.4% | +426.9% |
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 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