+408.2%
CLF vs TDY
+7,529.4%
-7,121.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +10.4% | +4.1% | +6.3% | +8.4% |
| 30D | +0.6% | +5.7% | -5.2% | -1.8% |
| 3M | +4.1% | -4.4% | +8.6% | +7.0% |
| 6M | +15.1% | +1.2% | +13.9% | +15.1% |
| YTD | -4.7% | +26.0% | -30.8% | -14.4% |
| 1Y | +20.4% | +27.4% | -7.0% | +7.6% |
| 3Y | -23.4% | +67.5% | -90.9% | -39.8% |
| 5Y | -43.3% | +44.9% | -88.1% | -51.7% |
| 10Y | +80.5% | +440.9% | -360.4% | -9.6% |
| All | +408.2% | +7,529.4% | -7,121.2% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling