-87.7%
TMF vs CNI
+11.4%
-99.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.0% | +2.5% | -1.5% | +0.5% |
| 30D | -1.8% | -2.5% | +0.7% | -1.4% |
| 3M | -8.2% | +2.7% | -11.0% | -8.7% |
| 6M | -19.5% | +16.9% | -36.4% | -21.8% |
| YTD | -16.0% | +26.3% | -42.3% | -19.4% |
| 1Y | -22.5% | +31.1% | -53.6% | -26.1% |
| 3Y | -42.3% | +21.1% | -63.4% | -44.1% |
| 5Y | -87.7% | +11.0% | -98.7% | -88.1% |
| All | -87.7% | +11.4% | -99.1% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling