-81.9%
TMF vs CNI
+142.1%
-223.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.4% |
| 7D | -8.2% | +1.0% | -9.2% | -8.0% |
| 30D | +5.3% | +7.5% | -2.1% | +6.9% |
| 3M | -8.5% | +1.7% | -10.2% | -8.2% |
| 6M | -17.2% | +15.4% | -32.6% | -14.5% |
| YTD | -23.4% | +31.5% | -54.9% | -18.3% |
| 1Y | -30.2% | +32.8% | -63.1% | -25.4% |
| 3Y | -32.9% | +21.7% | -54.6% | -29.5% |
| 5Y | -88.5% | +8.7% | -97.2% | -88.6% |
| All | -81.9% | +142.1% | -223.9% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling