+20.2%
CLF vs TE
-16.5%
+36.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.5% | -5.7% | -8.8% |
| 7D | -7.9% | +3.8% | -11.7% | -8.4% |
| 30D | +5.2% | -26.2% | +31.5% | +8.5% |
| 3M | +4.3% | -49.7% | +54.0% | +11.8% |
| 6M | +25.3% | -46.5% | +71.7% | +31.3% |
| YTD | -3.3% | -59.1% | +55.8% | +4.8% |
| 1Y | +20.2% | -25.8% | +46.0% | +27.9% |
| All | +20.2% | -16.5% | +36.7% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling