-17.8%
CLF vs TEM
+111.1%
-128.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +11.0% | -4.1% | +5.0% |
| 7D | -14.1% | +7.6% | -21.7% | -15.1% |
| 30D | -5.5% | +19.0% | -24.6% | -8.6% |
| 3M | 0.0% | +62.2% | -62.2% | -10.0% |
| 6M | +11.3% | +69.4% | -58.1% | -2.3% |
| YTD | -7.7% | +43.0% | -50.7% | -17.5% |
| 1Y | +17.5% | +18.0% | -0.5% | +9.3% |
| All | -17.8% | +111.1% | -128.9% | -36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling