-4.3%
CLF vs TNA
+790.3%
-794.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +2.0% |
| 7D | +16.0% | +7.7% | +8.3% | +11.4% |
| 30D | +1.6% | -0.7% | +2.3% | +1.1% |
| 3M | +6.7% | -25.4% | +32.1% | +22.8% |
| 6M | +21.1% | -11.8% | +33.0% | +26.6% |
| YTD | -1.6% | +23.9% | -25.5% | -15.1% |
| 1Y | +18.5% | +25.6% | -7.1% | +0.8% |
| 3Y | -21.0% | +137.1% | -158.1% | -57.8% |
| 5Y | -41.4% | -45.4% | +4.0% | -43.5% |
| 10Y | +86.5% | +39.5% | +47.0% | -22.9% |
| All | -4.3% | +790.3% | -794.6% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling