+20.2%
CLF vs TEM
-11.1%
+31.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.8% | -6.4% | -8.9% |
| 7D | -7.9% | -1.3% | -6.6% | -7.8% |
| 30D | +5.2% | -9.5% | +14.7% | +5.7% |
| 3M | +4.3% | +60.7% | -56.4% | +0.3% |
| 6M | +25.3% | +35.5% | -10.2% | +22.3% |
| YTD | -3.3% | +28.0% | -31.4% | -9.7% |
| 1Y | +20.2% | -10.5% | +30.7% | +30.9% |
| All | +20.2% | -11.1% | +31.3% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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