-47.8%
CLF vs TSEM
+657.0%
-704.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.8% | -6.1% | -0.4% |
| 7D | +7.6% | +6.9% | +0.7% | +5.5% |
| 30D | -1.2% | +5.3% | -6.5% | -3.3% |
| 3M | -13.4% | -14.9% | +1.5% | -12.3% |
| 6M | +15.4% | +80.0% | -64.6% | -12.1% |
| YTD | -5.9% | +89.4% | -95.2% | -31.0% |
| 1Y | +18.8% | +253.1% | -234.3% | -31.6% |
| 3Y | -19.4% | +642.1% | -661.5% | -65.9% |
| All | -47.8% | +657.0% | -704.8% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling