-51.4%
CLF vs TT
+129.2%
-180.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.2% |
| 7D | -19.6% | -2.0% | -17.6% | -18.2% |
| 30D | -5.0% | -14.0% | +9.0% | +4.9% |
| 3M | -6.3% | -15.9% | +9.6% | +4.8% |
| 6M | +2.8% | -17.3% | +20.1% | +16.3% |
| YTD | -13.7% | +4.0% | -17.7% | -15.6% |
| 1Y | +13.6% | -7.1% | +20.7% | +19.1% |
| 3Y | -34.0% | +90.2% | -124.2% | -58.1% |
| All | -51.4% | +129.2% | -180.7% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling