+20.2%
CLF vs TT
-6.5%
+26.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.7% | -7.5% | -8.0% |
| 7D | -7.9% | -8.5% | +0.6% | -2.2% |
| 30D | +5.2% | -12.8% | +18.1% | +16.1% |
| 3M | +4.3% | -12.9% | +17.2% | +15.2% |
| 6M | +25.3% | -15.2% | +40.5% | +40.9% |
| YTD | -3.3% | +6.2% | -9.5% | -4.9% |
| 1Y | +20.2% | -4.5% | +24.8% | +32.1% |
| All | +20.2% | -6.5% | +26.7% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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