+127.6%
CLF vs TSEM
+1,283.8%
-1,156.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | -2.7% | +4.7% | -7.4% | -4.4% |
| 30D | -3.2% | -14.2% | +11.0% | +2.1% |
| 3M | -5.0% | -5.0% | +0.1% | -7.8% |
| 6M | +26.6% | +87.6% | -61.0% | -12.4% |
| YTD | -9.0% | +84.4% | -93.4% | -38.0% |
| 1Y | +11.8% | +235.4% | -223.6% | -42.5% |
| 3Y | -15.1% | +668.0% | -683.1% | -71.9% |
| 5Y | -48.2% | +644.7% | -692.9% | -83.5% |
| 10Y | +127.6% | +1,326.7% | -1,199.1% | -43.3% |
| All | +127.6% | +1,283.8% | -1,156.2% | -43.3% |
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