+37.7%
CMI vs TMF
-25.6%
+63.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.6% | -0.5% |
| 7D | +0.8% | -4.8% | +5.6% | +1.3% |
| 30D | -12.8% | -4.9% | -7.9% | -12.3% |
| 3M | -12.4% | -13.4% | +1.0% | -11.1% |
| 6M | -0.9% | -23.0% | +22.2% | -0.4% |
| YTD | +8.9% | -20.2% | +29.0% | +11.0% |
| 1Y | +37.7% | -26.5% | +64.2% | +37.3% |
| All | +37.7% | -25.6% | +63.3% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling