-42.3%
TMF vs CNI
+21.3%
-63.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.0% | +2.5% | -1.5% | +0.4% |
| 30D | -1.8% | -2.5% | +0.7% | -1.3% |
| 3M | -8.2% | +2.7% | -11.0% | -8.9% |
| 6M | -19.5% | +16.9% | -36.4% | -22.7% |
| YTD | -16.0% | +26.3% | -42.3% | -20.7% |
| 1Y | -22.5% | +31.1% | -53.6% | -27.6% |
| 3Y | -42.3% | +21.1% | -63.4% | -47.1% |
| All | -42.3% | +21.3% | -63.5% | -47.1% |
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 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