-79.0%
CLF vs TRGP
+2,170.2%
-2,249.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +3.6% |
| 7D | -9.1% | -5.8% | -3.3% | -6.2% |
| 30D | -0.9% | -1.5% | +0.6% | 0.0% |
| 3M | +3.0% | +6.1% | -3.1% | -0.2% |
| 6M | +16.7% | +14.4% | +2.3% | +8.1% |
| YTD | -3.2% | +55.3% | -58.5% | -22.8% |
| 1Y | +24.6% | +69.1% | -44.5% | -4.8% |
| 3Y | -22.3% | +254.3% | -276.6% | -58.7% |
| 5Y | -41.2% | +471.4% | -512.6% | -74.9% |
| 10Y | +83.5% | +773.0% | -689.5% | -48.5% |
| All | -79.0% | +2,170.2% | -2,249.2% | -97.2% |
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