-68.7%
TMF vs CNI
+719.8%
-788.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.4% | -2.1% | +0.7% | -2.4% |
| 30D | -2.8% | -3.3% | +0.4% | -4.3% |
| 3M | -10.9% | +3.8% | -14.7% | -9.4% |
| 6M | -21.3% | +12.7% | -34.0% | -17.1% |
| YTD | -15.9% | +26.3% | -42.2% | -6.5% |
| 1Y | -15.7% | +29.9% | -45.6% | -5.1% |
| 3Y | -43.4% | +15.9% | -59.3% | -39.6% |
| 5Y | -87.8% | +6.9% | -94.7% | -87.5% |
| 10Y | -86.7% | +126.8% | -213.5% | -74.0% |
| All | -68.7% | +719.8% | -788.4% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling