+18.8%
CLF vs TRMB
-24.7%
+43.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +7.6% | -2.5% | +10.1% | +8.5% |
| 30D | -1.2% | +1.5% | -2.7% | -1.9% |
| 3M | -13.4% | +6.8% | -20.1% | -15.8% |
| 6M | +15.4% | -14.9% | +30.4% | +24.8% |
| YTD | -5.9% | -24.1% | +18.2% | +11.9% |
| 1Y | +18.8% | -25.4% | +44.2% | +42.3% |
| All | +18.8% | -24.7% | +43.5% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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