+18.8%
CLF vs TRMB
-31.3%
+50.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.1% | +5.9% | +6.6% |
| 7D | -14.1% | -17.0% | +2.9% | -8.9% |
| 30D | -5.5% | -9.0% | +3.5% | -2.4% |
| 3M | 0.0% | -8.1% | +8.1% | +3.1% |
| 6M | +11.3% | -10.1% | +21.3% | +15.6% |
| YTD | -7.7% | -30.2% | +22.5% | +9.8% |
| All | +18.8% | -31.3% | +50.1% | +44.5% |
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 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