+11.5%
CLF vs TRMB
-27.5%
+39.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | +6.5% | -0.3% | +6.8% | +6.6% |
| 30D | +0.2% | -1.2% | +1.5% | +0.6% |
| 3M | -3.1% | +9.6% | -12.7% | -7.2% |
| 6M | +25.0% | -16.1% | +41.1% | +35.5% |
| YTD | -7.5% | -25.0% | +17.5% | +10.1% |
| 1Y | +11.5% | -27.7% | +39.2% | +35.1% |
| All | +11.5% | -27.5% | +39.0% | +35.1% |
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