-16.9%
CLF vs TLN
+583.6%
-600.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +0.8% |
| 7D | +7.6% | +7.1% | +0.5% | +5.7% |
| 30D | -1.2% | -3.9% | +2.7% | -0.4% |
| 3M | -13.4% | -16.2% | +2.8% | -10.0% |
| 6M | +15.4% | -5.8% | +21.2% | +15.8% |
| YTD | -5.9% | -15.4% | +9.6% | -3.8% |
| 1Y | +18.8% | -16.7% | +35.5% | +22.6% |
| 3Y | -19.4% | +473.8% | -493.2% | -50.7% |
| All | -16.9% | +583.6% | -600.5% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling