+120.0%
CLF vs TRMB
+117.4%
+2.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.5% |
| 7D | +7.6% | -2.5% | +10.1% | +9.5% |
| 30D | -1.2% | +1.5% | -2.7% | -3.0% |
| 3M | -13.4% | +6.8% | -20.1% | -18.7% |
| 6M | +15.4% | -14.9% | +30.4% | +26.8% |
| YTD | -5.9% | -24.1% | +18.2% | +11.1% |
| 1Y | +18.8% | -25.4% | +44.2% | +42.3% |
| 3Y | -19.4% | +8.0% | -27.4% | -27.3% |
| 5Y | -47.7% | -37.3% | -10.4% | -31.4% |
| All | +120.0% | +117.4% | +2.6% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling