-20.8%
CLF vs TRMB
+34.4%
-55.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.2% |
| 7D | +16.0% | +4.1% | +11.9% | +12.9% |
| 30D | +1.6% | -7.0% | +8.6% | +5.4% |
| 3M | +6.7% | -0.9% | +7.6% | +5.0% |
| 6M | +21.1% | -1.2% | +22.3% | +18.2% |
| YTD | -1.6% | -28.7% | +27.2% | +23.0% |
| 1Y | +18.5% | -32.1% | +50.6% | +54.6% |
| All | -20.8% | +34.4% | -55.3% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling