-29.4%
TMF vs CNI
+21.8%
-51.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.4% | -1.1% | -2.3% | -3.1% |
| 30D | +11.5% | +7.6% | +3.9% | +9.7% |
| 3M | -4.5% | +1.6% | -6.1% | -4.9% |
| 6M | -15.0% | +16.6% | -31.6% | -17.9% |
| YTD | -19.9% | +31.3% | -51.1% | -24.5% |
| 1Y | -26.6% | +35.2% | -61.8% | -31.2% |
| All | -29.4% | +21.8% | -51.2% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling