+20.2%
CLF vs TLN
-17.6%
+37.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -8.5% | -0.7% | -6.6% |
| 7D | -7.9% | -6.0% | -1.9% | -6.1% |
| 30D | +5.2% | -1.5% | +6.8% | +5.6% |
| 3M | +4.3% | -3.9% | +8.2% | +4.8% |
| 6M | +25.3% | -15.0% | +40.3% | +29.6% |
| YTD | -3.3% | -12.8% | +9.5% | -1.8% |
| 1Y | +20.2% | -17.3% | +37.5% | +25.3% |
| All | +20.2% | -17.6% | +37.8% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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