-79.5%
CLF vs TRGP
+2,231.3%
-2,310.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.3% |
| 7D | +7.6% | +0.8% | +6.8% | +7.1% |
| 30D | -1.2% | +11.5% | -12.7% | -6.7% |
| 3M | -13.4% | +9.0% | -22.4% | -17.8% |
| 6M | +15.4% | +20.5% | -5.1% | +3.6% |
| YTD | -5.9% | +59.5% | -65.4% | -26.1% |
| 1Y | +18.8% | +77.9% | -59.1% | -12.1% |
| 3Y | -19.4% | +253.6% | -273.0% | -57.3% |
| 5Y | -47.7% | +615.5% | -663.2% | -79.9% |
| 10Y | +130.4% | +897.1% | -766.7% | -39.3% |
| All | -79.5% | +2,231.3% | -2,310.8% | -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