-47.0%
CLF vs TNA
-21.0%
-26.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.1% |
| 7D | +6.5% | +4.1% | +2.4% | +4.7% |
| 30D | +0.2% | -7.6% | +7.9% | +3.8% |
| 3M | -3.1% | +8.1% | -11.2% | -7.0% |
| 6M | +25.0% | +49.0% | -24.0% | +3.4% |
| YTD | -7.5% | +51.7% | -59.2% | -24.5% |
| 1Y | +11.5% | +59.6% | -48.1% | -11.3% |
| 3Y | -13.7% | +118.9% | -132.6% | -45.3% |
| 5Y | -47.0% | -19.2% | -27.8% | -58.5% |
| All | -47.0% | -21.0% | -26.0% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling