-13.7%
CLF vs TNA
+117.1%
-130.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.1% |
| 7D | +6.5% | +4.1% | +2.4% | +4.6% |
| 30D | +0.2% | -7.6% | +7.9% | +4.0% |
| 3M | -3.1% | +8.1% | -11.2% | -7.3% |
| 6M | +25.0% | +49.0% | -24.0% | +2.3% |
| YTD | -7.5% | +51.7% | -59.2% | -25.5% |
| 1Y | +11.5% | +59.6% | -48.1% | -12.5% |
| 3Y | -13.7% | +118.9% | -132.6% | -39.5% |
| All | -13.7% | +117.1% | -130.8% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling