+293.2%
CLF vs TSEM
-31.2%
+324.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.8% | -3.2% | +0.9% |
| 7D | -19.6% | -17.5% | -2.1% | -16.9% |
| 30D | -5.0% | -44.7% | +39.7% | +4.5% |
| 3M | -6.3% | -38.9% | +32.6% | +1.0% |
| 6M | +2.8% | -36.7% | +39.5% | +7.9% |
| YTD | -13.7% | +17.0% | -30.7% | -19.3% |
| 1Y | +13.6% | +62.8% | -49.2% | +0.3% |
| 3Y | -34.0% | +471.3% | -505.3% | -52.7% |
| 5Y | -48.7% | +290.3% | -339.0% | -61.4% |
| 10Y | +113.4% | +790.1% | -676.6% | +42.7% |
| All | +293.2% | -31.2% | +324.4% | +125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling