-86.0%
TMF vs CNI
+137.4%
-223.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.8% |
| 7D | -0.9% | +0.9% | -1.7% | -0.7% |
| 30D | -1.0% | -2.1% | +1.1% | -1.4% |
| 3M | -11.3% | +1.8% | -13.1% | -10.9% |
| 6M | -22.7% | +14.8% | -37.5% | -20.2% |
| YTD | -17.3% | +25.4% | -42.7% | -12.8% |
| 1Y | -22.5% | +32.9% | -55.4% | -16.9% |
| 3Y | -43.2% | +20.2% | -63.4% | -40.3% |
| 5Y | -88.3% | +12.2% | -100.5% | -87.9% |
| All | -86.0% | +137.4% | -223.5% | -79.4% |
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