+15.4%
CLF vs TRGP
+21.5%
-6.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.4% |
| 7D | +7.6% | +0.8% | +6.8% | +7.8% |
| 30D | -1.2% | +11.5% | -12.7% | +1.9% |
| 3M | -13.4% | +9.0% | -22.4% | -11.0% |
| 6M | +15.4% | +20.5% | -5.1% | +16.7% |
| All | +15.4% | +21.5% | -6.1% | +16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling