-16.2%
CLF vs TEM
+61.6%
-77.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +7.6% | +0.9% | +6.7% | +7.4% |
| 30D | -1.2% | +38.4% | -39.6% | -8.0% |
| 3M | -13.4% | +23.7% | -37.0% | -18.5% |
| 6M | +15.4% | +26.0% | -10.6% | +7.2% |
| YTD | -5.9% | +9.4% | -15.3% | -11.0% |
| 1Y | +18.8% | -17.3% | +36.1% | +19.2% |
| All | -16.2% | +61.6% | -77.7% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling