-17.6%
CLF vs TEM
+60.7%
-78.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +6.5% | +3.2% | +3.3% | +5.9% |
| 30D | +0.2% | +23.5% | -23.3% | -4.5% |
| 3M | -3.1% | +32.3% | -35.4% | -10.0% |
| 6M | +25.0% | +23.0% | +2.0% | +16.6% |
| YTD | -7.5% | +8.9% | -16.3% | -12.4% |
| 1Y | +11.5% | -19.9% | +31.4% | +12.6% |
| All | -17.6% | +60.7% | -78.3% | -32.4% |
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