-34.0%
CLF vs TSEM
+468.0%
-502.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.8% | -3.2% | +0.3% |
| 7D | -19.6% | -17.5% | -2.1% | -15.0% |
| 30D | -5.0% | -44.7% | +39.7% | +11.4% |
| 3M | -6.3% | -38.9% | +32.6% | +5.9% |
| 6M | +2.8% | -36.7% | +39.5% | +9.3% |
| YTD | -13.7% | +17.0% | -30.7% | -29.6% |
| 1Y | +13.6% | +62.8% | -49.2% | -20.2% |
| 3Y | -34.0% | +471.3% | -505.3% | -71.7% |
| All | -34.0% | +468.0% | -502.0% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling