+154.1%
CMI vs TMF
-42.4%
+196.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.9% | +1.0% | +0.9% | +1.8% |
| 30D | -12.5% | -1.8% | -10.7% | -12.4% |
| 3M | -16.2% | -8.2% | -8.0% | -15.8% |
| 6M | +4.9% | -19.5% | +24.4% | +6.0% |
| YTD | +11.1% | -16.0% | +27.1% | +12.1% |
| 1Y | +43.4% | -22.5% | +65.9% | +45.0% |
| 3Y | +154.1% | -42.3% | +196.3% | +162.0% |
| All | +154.1% | -42.4% | +196.4% | +162.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling