+169.5%
CMI vs TMF
-87.6%
+257.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.9% | +1.0% | +0.9% | +1.9% |
| 30D | -12.5% | -1.8% | -10.7% | -12.5% |
| 3M | -16.2% | -8.2% | -8.0% | -16.2% |
| 6M | +4.9% | -19.5% | +24.4% | +4.6% |
| YTD | +11.1% | -16.0% | +27.1% | +11.0% |
| 1Y | +43.4% | -22.5% | +65.9% | +43.0% |
| 3Y | +154.1% | -42.3% | +196.3% | +151.2% |
| 5Y | +169.5% | -87.7% | +257.2% | +123.1% |
| All | +169.5% | -87.6% | +257.1% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling