+24.6%
CLF vs TRGP
+65.2%
-40.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +4.6% |
| 7D | -9.1% | -5.8% | -3.3% | -9.0% |
| 30D | -0.9% | -1.5% | +0.6% | -0.6% |
| 3M | +3.0% | +6.1% | -3.1% | +3.9% |
| 6M | +16.7% | +14.4% | +2.3% | +16.8% |
| YTD | -3.2% | +55.3% | -58.5% | -11.5% |
| 1Y | +24.6% | +69.1% | -44.5% | +18.4% |
| All | +24.6% | +65.2% | -40.6% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling