+328.8%
CLF vs TSEM
+11.3%
+317.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.8% | -6.1% | +0.5% |
| 7D | +7.6% | +6.9% | +0.7% | +6.4% |
| 30D | -1.2% | +5.3% | -6.5% | -2.4% |
| 3M | -13.4% | -14.9% | +1.5% | -12.5% |
| 6M | +15.4% | +80.0% | -64.6% | +1.6% |
| YTD | -5.9% | +89.4% | -95.2% | -18.3% |
| 1Y | +18.8% | +253.1% | -234.3% | -7.1% |
| 3Y | -19.4% | +642.1% | -661.5% | -44.6% |
| 5Y | -47.7% | +659.1% | -706.8% | -64.5% |
| 10Y | +130.4% | +1,291.4% | -1,161.0% | +43.4% |
| All | +328.8% | +11.3% | +317.5% | +127.5% |
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