-79.9%
CLF vs TRGP
+2,108.2%
-2,188.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.4% | +3.6% | +5.4% |
| 7D | -14.1% | -7.2% | -6.9% | -10.8% |
| 30D | -5.5% | -4.2% | -1.4% | -3.5% |
| 3M | 0.0% | +7.0% | -7.0% | -3.4% |
| 6M | +11.3% | +11.2% | 0.0% | +4.4% |
| YTD | -7.7% | +51.1% | -58.8% | -25.5% |
| 1Y | +17.5% | +62.0% | -44.5% | -8.5% |
| 3Y | -25.4% | +248.2% | -273.6% | -60.1% |
| 5Y | -46.0% | +432.4% | -478.4% | -76.2% |
| 10Y | +80.1% | +739.5% | -659.5% | -48.6% |
| All | -79.9% | +2,108.2% | -2,188.1% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling