+74.6%
CLF vs TPR
+364.3%
-289.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +10.4% | -0.3% | +10.7% | +10.6% |
| 30D | +0.6% | +15.1% | -14.6% | -7.5% |
| 3M | +4.1% | +3.5% | +0.6% | +0.5% |
| 6M | +15.1% | +0.4% | +14.7% | +10.6% |
| YTD | -4.7% | +4.6% | -9.3% | -11.2% |
| 1Y | +20.4% | +33.1% | -12.7% | -1.1% |
| 3Y | -23.4% | +396.0% | -419.4% | -70.8% |
| 5Y | -43.3% | +230.3% | -273.6% | -74.0% |
| All | +74.6% | +364.3% | -289.7% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling