+80.4%
CLF vs TSEM
+873.2%
-792.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +16.0% | +20.5% | -4.5% | +7.9% |
| 30D | +1.6% | -29.0% | +30.6% | +14.3% |
| 3M | +6.7% | -39.4% | +46.1% | +25.9% |
| 6M | +21.1% | -28.5% | +49.6% | +25.4% |
| YTD | -1.6% | +34.4% | -36.0% | -26.0% |
| 1Y | +18.5% | +48.3% | -29.8% | -15.2% |
| 3Y | -21.0% | +543.5% | -564.6% | -72.9% |
| 5Y | -41.4% | +331.4% | -372.8% | -76.7% |
| All | +80.4% | +873.2% | -792.8% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling