+126.4%
CLF vs TT
+887.4%
-761.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.1% |
| 7D | +7.6% | 0.0% | +7.6% | +7.5% |
| 30D | -1.2% | -7.2% | +6.0% | +4.8% |
| 3M | -13.4% | -3.0% | -10.4% | -11.4% |
| 6M | +15.4% | +1.4% | +14.1% | +13.5% |
| YTD | -5.9% | +15.9% | -21.8% | -17.2% |
| 1Y | +18.8% | +9.4% | +9.4% | +8.6% |
| 3Y | -19.4% | +124.4% | -143.8% | -62.3% |
| 5Y | -47.7% | +138.0% | -185.7% | -77.3% |
| All | +126.4% | +887.4% | -761.0% | -73.5% |
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