+335.6%
CMI vs TMF
-81.8%
+417.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -2.1% |
| 7D | +1.5% | -8.2% | +9.7% | +0.7% |
| 30D | -14.0% | +5.3% | -19.3% | -13.5% |
| 3M | -28.3% | -8.5% | -19.9% | -28.9% |
| 6M | -34.9% | -17.2% | -17.7% | -36.1% |
| YTD | -9.9% | -23.4% | +13.5% | -12.1% |
| 1Y | -3.6% | -30.2% | +26.6% | -6.9% |
| 3Y | +120.9% | -32.9% | +153.9% | +116.4% |
| 5Y | +116.1% | -88.5% | +204.6% | +58.4% |
| All | +335.6% | -81.8% | +417.5% | +277.2% |
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