+71.9%
CLF vs TE
-78.8%
+150.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -9.6% | +14.5% | +6.5% |
| 7D | -9.1% | -26.9% | +17.8% | -4.4% |
| 30D | -0.9% | -38.9% | +38.0% | +6.6% |
| 3M | +3.0% | -61.0% | +64.0% | +18.0% |
| 6M | +16.7% | -66.4% | +83.1% | +31.9% |
| YTD | -3.2% | -69.0% | +65.8% | +7.7% |
| 1Y | +24.6% | -54.0% | +78.6% | +26.9% |
| 3Y | -22.3% | +38.0% | -60.3% | -46.8% |
| 5Y | -41.2% | -81.0% | +39.8% | -45.5% |
| All | +71.9% | -78.8% | +150.8% | +56.4% |
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