+116.3%
CLF vs TRGP
+843.4%
-727.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.1% | -2.4% |
| 7D | +6.5% | -0.6% | +7.1% | +6.7% |
| 30D | +0.2% | +14.6% | -14.3% | -6.5% |
| 3M | -3.1% | +11.9% | -15.0% | -9.4% |
| 6M | +25.0% | +25.3% | -0.2% | +9.8% |
| YTD | -7.5% | +61.9% | -69.3% | -28.2% |
| 1Y | +11.5% | +87.3% | -75.8% | -20.1% |
| 3Y | -13.7% | +268.0% | -281.7% | -55.9% |
| 5Y | -47.0% | +638.2% | -685.2% | -80.3% |
| 10Y | +116.3% | +821.9% | -705.6% | -42.4% |
| All | +116.3% | +843.4% | -727.1% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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