+116.3%
CLF vs TRMB
+114.9%
+1.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.8% |
| 7D | +6.5% | -0.3% | +6.8% | +6.7% |
| 30D | +0.2% | -1.2% | +1.5% | +0.4% |
| 3M | -3.1% | +9.6% | -12.7% | -10.9% |
| 6M | +25.0% | -16.1% | +41.1% | +38.8% |
| YTD | -7.5% | -25.0% | +17.5% | +10.1% |
| 1Y | +11.5% | -27.7% | +39.2% | +36.7% |
| 3Y | -13.7% | +15.3% | -29.0% | -25.9% |
| 5Y | -47.0% | -37.4% | -9.6% | -30.4% |
| 10Y | +116.3% | +117.5% | -1.1% | -15.3% |
| All | +116.3% | +114.9% | +1.4% | -15.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling