+642.6%
CLF vs TRMB
+3,381.2%
-2,738.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | +7.6% | -2.5% | +10.1% | +8.3% |
| 30D | -1.2% | +1.5% | -2.7% | -1.8% |
| 3M | -13.4% | +6.8% | -20.1% | -15.3% |
| 6M | +15.4% | -14.9% | +30.4% | +19.8% |
| YTD | -5.9% | -24.1% | +18.2% | +0.3% |
| 1Y | +18.8% | -25.4% | +44.2% | +27.6% |
| 3Y | -19.4% | +8.0% | -27.4% | -21.0% |
| 5Y | -47.7% | -37.3% | -10.4% | -41.2% |
| 10Y | +130.4% | +116.8% | +13.6% | +98.3% |
| All | +642.6% | +3,381.2% | -2,738.6% | +404.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling