-71.8%
TMF vs CNI
+749.6%
-821.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.6% |
| 7D | -9.3% | +2.5% | -11.8% | -8.3% |
| 30D | +1.9% | +6.1% | -4.2% | +4.5% |
| 3M | -11.2% | +0.1% | -11.4% | -11.3% |
| 6M | -17.7% | +14.9% | -32.6% | -12.6% |
| YTD | -24.5% | +30.9% | -55.3% | -14.9% |
| 1Y | -29.4% | +33.9% | -63.3% | -19.6% |
| 3Y | -33.4% | +20.2% | -53.6% | -27.8% |
| 5Y | -88.7% | +8.2% | -96.9% | -88.5% |
| 10Y | -82.5% | +142.2% | -224.6% | -64.3% |
| All | -71.8% | +749.6% | -821.5% | +68.4% |
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 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