+80.1%
CLF vs TSEM
+879.4%
-799.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +10.9% | -3.9% | +2.9% |
| 7D | -14.1% | -2.0% | -12.1% | -13.3% |
| 30D | -5.5% | -33.4% | +27.9% | +9.0% |
| 3M | 0.0% | -39.7% | +39.7% | +18.3% |
| 6M | +11.3% | -27.8% | +39.1% | +14.6% |
| YTD | -7.7% | +29.7% | -37.4% | -29.5% |
| 1Y | +17.5% | +81.1% | -63.6% | -23.8% |
| 3Y | -25.4% | +529.3% | -554.7% | -74.2% |
| 5Y | -46.0% | +315.0% | -360.9% | -78.2% |
| 10Y | +80.1% | +865.7% | -785.6% | -46.2% |
| All | +80.1% | +879.4% | -799.3% | -46.2% |
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