+335.9%
CMI vs TMF
-81.8%
+417.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -1.8% | -3.4% | +1.5% | -2.2% |
| 30D | -12.2% | +11.5% | -23.7% | -11.2% |
| 3M | -26.5% | -4.5% | -22.0% | -26.8% |
| 6M | -33.6% | -15.0% | -18.6% | -34.6% |
| YTD | -8.3% | -19.9% | +11.5% | -10.1% |
| 1Y | -1.3% | -26.6% | +25.3% | -4.1% |
| 3Y | +124.8% | -29.8% | +154.6% | +121.2% |
| 5Y | +119.9% | -88.2% | +208.0% | +61.5% |
| 10Y | +335.9% | -81.4% | +417.3% | +278.9% |
| All | +335.9% | -81.8% | +417.7% | +278.9% |
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