-44.7%
CLF vs TPG
+85.9%
-130.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | +0.1% |
| 7D | +6.5% | -2.9% | +9.4% | +8.2% |
| 30D | +0.2% | +5.0% | -4.8% | -3.1% |
| 3M | -3.1% | +24.9% | -28.0% | -15.1% |
| 6M | +25.0% | +21.1% | +3.9% | +10.7% |
| YTD | -7.5% | -17.3% | +9.8% | +0.8% |
| 1Y | +11.5% | -9.8% | +21.3% | +15.0% |
| 3Y | -13.7% | +95.4% | -109.1% | -42.1% |
| All | -44.7% | +85.9% | -130.6% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling