+421.2%
CLF vs TPR
+8,117.6%
-7,696.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +7.1% | -19.3% | -15.7% |
| 7D | -21.0% | +13.9% | -34.8% | -26.6% |
| 30D | -8.0% | +14.9% | -22.9% | -15.4% |
| 3M | -10.9% | -15.4% | +4.5% | -6.0% |
| 6M | +5.8% | -4.5% | +10.3% | +4.0% |
| YTD | -15.1% | +6.0% | -21.1% | -21.4% |
| 1Y | +7.2% | +24.3% | -17.1% | -8.6% |
| 3Y | -34.2% | +412.8% | -447.0% | -74.5% |
| 5Y | -49.6% | +258.4% | -308.0% | -77.3% |
| 10Y | +109.9% | +396.8% | -286.9% | -29.9% |
| All | +421.2% | +8,117.6% | -7,696.4% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling