+120.3%
CLF vs TDY
+472.2%
-351.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -3.7% | -1.9% | -1.8% | -2.1% |
| 30D | -4.7% | -12.5% | +7.8% | +6.9% |
| 3M | -4.7% | -0.8% | -3.9% | -4.2% |
| 6M | +24.0% | -9.0% | +33.0% | +34.2% |
| YTD | -10.9% | +16.8% | -27.7% | -22.8% |
| 1Y | +4.0% | +9.5% | -5.4% | -4.7% |
| 3Y | -16.9% | +45.4% | -62.3% | -41.3% |
| 5Y | -49.3% | +37.8% | -87.1% | -62.7% |
| All | +120.3% | +472.2% | -351.9% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling