-15.2%
CLF vs TEM
+79.0%
-94.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.7% | +2.4% | -2.2% |
| 7D | +10.4% | -5.9% | +16.2% | +11.5% |
| 30D | +0.6% | +4.8% | -4.2% | -0.5% |
| 3M | +4.1% | +31.9% | -27.8% | -2.8% |
| 6M | +15.1% | +56.0% | -40.9% | +2.4% |
| YTD | -4.7% | +21.3% | -26.0% | -12.3% |
| 1Y | +20.4% | +5.4% | +15.0% | +14.0% |
| All | -15.2% | +79.0% | -94.2% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling