+19.1%
CLF vs TSEM
+54.4%
-35.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.6% | -5.5% | +0.5% |
| 7D | +2.3% | +6.8% | -4.4% | +0.9% |
| 30D | +1.9% | -26.6% | +28.6% | +7.5% |
| 3M | +5.9% | -36.3% | +42.2% | +13.7% |
| 6M | +16.9% | -30.6% | +47.5% | +20.6% |
| YTD | -1.1% | +35.3% | -36.4% | -15.3% |
| All | +19.1% | +54.4% | -35.2% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling