+18.8%
CLF vs TNA
+70.0%
-51.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.4% |
| 7D | +7.6% | -0.1% | +7.7% | +7.6% |
| 30D | -1.2% | -4.9% | +3.7% | +1.4% |
| 3M | -13.4% | +0.4% | -13.8% | -14.7% |
| 6M | +15.4% | +32.5% | -17.1% | -3.2% |
| YTD | -5.9% | +53.7% | -59.6% | -29.2% |
| 1Y | +18.8% | +65.1% | -46.3% | -10.0% |
| All | +18.8% | +70.0% | -51.2% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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