-41.8%
CLF vs TRMB
-36.0%
-5.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | +10.4% | +2.8% | +7.6% | +8.4% |
| 30D | +0.6% | -5.9% | +6.4% | +3.5% |
| 3M | +4.1% | -3.3% | +7.4% | +4.6% |
| 6M | +15.1% | +1.3% | +13.8% | +10.9% |
| YTD | -4.7% | -29.0% | +24.2% | +15.7% |
| 1Y | +20.4% | -27.8% | +48.1% | +44.4% |
| 3Y | -23.4% | +36.3% | -59.7% | -38.6% |
| All | -41.8% | -36.0% | -5.7% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling