-49.6%
CLF vs TT
+128.8%
-178.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.4% | -7.8% | -9.4% |
| 7D | -21.0% | -9.0% | -12.0% | -15.9% |
| 30D | -8.0% | -17.6% | +9.6% | +4.4% |
| 3M | -10.9% | -18.7% | +7.7% | +1.9% |
| 6M | +5.8% | -17.4% | +23.2% | +20.1% |
| YTD | -15.1% | +1.5% | -16.7% | -15.8% |
| 1Y | +7.2% | -9.4% | +16.6% | +14.3% |
| 3Y | -34.2% | +85.1% | -119.2% | -57.6% |
| 5Y | -49.6% | +125.7% | -175.3% | -76.0% |
| All | -49.6% | +128.8% | -178.4% | -76.0% |
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