+501.0%
CMI vs TMF
-86.0%
+587.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -1.4% |
| 7D | +0.7% | -0.9% | +1.6% | +0.6% |
| 30D | -12.3% | -1.0% | -11.3% | -12.3% |
| 3M | -16.8% | -11.3% | -5.5% | -17.8% |
| 6M | +1.5% | -22.7% | +24.2% | -1.2% |
| YTD | +9.8% | -17.3% | +27.1% | +7.8% |
| 1Y | +42.6% | -22.5% | +65.1% | +39.1% |
| 3Y | +151.0% | -43.2% | +194.2% | +139.2% |
| 5Y | +167.0% | -88.3% | +255.3% | +95.3% |
| All | +501.0% | -86.0% | +587.0% | +405.9% |
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 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