-52.2%
CLF vs TRMB
-38.8%
-13.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.1% | -11.1% | -11.5% |
| 7D | -21.0% | -17.9% | -3.1% | -10.7% |
| 30D | -8.0% | -12.0% | +4.0% | -1.1% |
| 3M | -10.9% | -8.4% | -2.5% | -7.4% |
| 6M | +5.8% | -21.5% | +27.4% | +20.7% |
| YTD | -15.1% | -31.5% | +16.4% | +5.5% |
| 1Y | +7.2% | -33.4% | +40.7% | +36.3% |
| 3Y | -34.2% | +26.5% | -60.7% | -44.8% |
| All | -52.2% | -38.8% | -13.4% | -43.7% |
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