+495.9%
CMI vs TMF
-86.4%
+582.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.6% | -1.2% |
| 7D | +0.8% | -4.8% | +5.6% | +0.3% |
| 30D | -12.8% | -4.9% | -7.9% | -13.2% |
| 3M | -12.4% | -13.4% | +1.0% | -13.7% |
| 6M | -0.9% | -23.0% | +22.2% | -3.5% |
| YTD | +8.9% | -20.2% | +29.0% | +6.5% |
| 1Y | +37.7% | -26.5% | +64.2% | +33.6% |
| 3Y | +148.9% | -45.2% | +194.0% | +136.3% |
| 5Y | +164.4% | -88.4% | +252.8% | +93.8% |
| All | +495.9% | -86.4% | +582.4% | +399.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling