-86.5%
TMF vs CNI
+136.1%
-222.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.9% | -3.5% |
| 7D | -4.8% | -1.1% | -3.7% | -5.0% |
| 30D | -4.9% | -3.5% | -1.4% | -5.6% |
| 3M | -13.4% | +2.2% | -15.6% | -12.9% |
| 6M | -23.0% | +15.1% | -38.1% | -20.5% |
| YTD | -20.2% | +24.7% | -44.9% | -15.9% |
| 1Y | -26.5% | +33.4% | -59.8% | -21.1% |
| 3Y | -45.2% | +19.5% | -64.7% | -42.4% |
| 5Y | -88.4% | +12.6% | -101.0% | -87.9% |
| All | -86.5% | +136.1% | -222.6% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CNI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling