+99.7%
CLF vs TT
+764.8%
-665.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -0.2% |
| 7D | -19.6% | -2.0% | -17.6% | -17.9% |
| 30D | -5.0% | -14.0% | +9.0% | +7.4% |
| 3M | -6.3% | -15.9% | +9.6% | +7.6% |
| 6M | +2.8% | -17.3% | +20.1% | +19.6% |
| YTD | -13.7% | +4.0% | -17.7% | -17.2% |
| 1Y | +13.6% | -7.1% | +20.7% | +19.3% |
| 3Y | -34.0% | +90.2% | -124.2% | -64.1% |
| 5Y | -48.7% | +131.1% | -179.9% | -77.5% |
| All | +99.7% | +764.8% | -665.1% | -78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling