+61.6%
CLF vs TE
-49.8%
+111.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.3% | -1.1% |
| 7D | -2.7% | +15.0% | -17.6% | -5.0% |
| 30D | -3.2% | -7.5% | +4.3% | -2.4% |
| 3M | -5.0% | -42.0% | +37.0% | +1.2% |
| 6M | +26.6% | -31.4% | +58.0% | +27.0% |
| YTD | -9.0% | -26.5% | +17.5% | -11.0% |
| 1Y | +11.8% | +153.1% | -141.3% | -16.2% |
| 3Y | -15.1% | -20.7% | +5.6% | -33.3% |
| 5Y | -48.2% | -45.4% | -2.8% | -59.1% |
| All | +61.6% | -49.8% | +111.4% | +29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling