+2,689.7%
CMI vs TMF
-68.9%
+2,758.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.9% |
| 7D | -0.7% | -1.4% | +0.7% | -1.0% |
| 30D | -13.4% | -2.8% | -10.6% | -13.9% |
| 3M | -17.0% | -10.9% | -6.1% | -18.7% |
| 6M | -1.6% | -21.3% | +19.7% | -6.0% |
| YTD | +11.0% | -15.9% | +26.9% | +7.7% |
| 1Y | +41.9% | -15.7% | +57.6% | +38.0% |
| 3Y | +151.8% | -43.4% | +195.2% | +131.5% |
| 5Y | +163.6% | -87.8% | +251.3% | +75.2% |
| 10Y | +472.9% | -86.7% | +559.6% | +343.3% |
| All | +2,689.7% | -68.9% | +2,758.6% | +3,639.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling