+80.1%
CLF vs TT
+782.6%
-702.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.7% | +2.3% | +3.3% |
| 7D | -14.1% | +1.7% | -15.8% | -14.8% |
| 30D | -5.5% | -11.8% | +6.3% | +4.6% |
| 3M | 0.0% | -12.6% | +12.6% | +11.4% |
| 6M | +11.3% | -9.4% | +20.6% | +20.4% |
| YTD | -7.7% | +8.8% | -16.5% | -14.4% |
| 1Y | +17.5% | -2.5% | +20.1% | +19.0% |
| 3Y | -25.4% | +95.7% | -121.1% | -59.9% |
| 5Y | -46.0% | +135.7% | -181.7% | -76.3% |
| 10Y | +80.1% | +750.6% | -670.5% | -75.1% |
| All | +80.1% | +782.6% | -702.5% | -75.1% |
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 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