-23.4%
CLF vs TPG
+75.0%
-98.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | +10.4% | +5.0% | +5.4% | +7.4% |
| 30D | +0.6% | +15.7% | -15.1% | -8.0% |
| 3M | +4.1% | -10.6% | +14.7% | +10.1% |
| 6M | +15.1% | +15.9% | -0.8% | +3.5% |
| YTD | -4.7% | -20.6% | +15.9% | +6.7% |
| 1Y | +20.4% | -11.8% | +32.1% | +25.3% |
| 3Y | -23.4% | +71.6% | -94.9% | -41.6% |
| All | -23.4% | +75.0% | -98.4% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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