-48.2%
CLF vs TDY
+33.5%
-81.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.3% |
| 7D | -2.7% | -1.8% | -0.8% | -1.2% |
| 30D | -3.2% | -13.8% | +10.6% | +9.4% |
| 3M | -5.0% | -3.9% | -1.1% | -1.9% |
| 6M | +26.6% | -9.0% | +35.6% | +36.7% |
| YTD | -9.0% | +16.5% | -25.5% | -20.5% |
| 1Y | +11.8% | +9.3% | +2.6% | +3.0% |
| 3Y | -15.1% | +45.1% | -60.2% | -38.5% |
| 5Y | -48.2% | +35.0% | -83.2% | -61.9% |
| All | -48.2% | +33.5% | -81.7% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling