+120.3%
CLF vs TNA
+84.1%
+36.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.9% | -0.6% |
| 7D | -3.7% | -7.6% | +3.9% | +0.2% |
| 30D | -4.7% | -13.6% | +9.0% | +2.4% |
| 3M | -4.7% | +2.8% | -7.5% | -6.7% |
| 6M | +24.0% | +34.5% | -10.5% | +5.4% |
| YTD | -10.9% | +41.0% | -52.0% | -26.7% |
| 1Y | +4.0% | +52.0% | -48.0% | -17.9% |
| 3Y | -16.9% | +103.5% | -120.4% | -50.3% |
| 5Y | -49.3% | -22.5% | -26.8% | -58.3% |
| All | +120.3% | +84.1% | +36.2% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling