+696.9%
CLF vs TT
+16,138.6%
-15,441.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.4% |
| 7D | +7.6% | -0.2% | +7.8% | +7.7% |
| 30D | -1.2% | -7.4% | +6.2% | +3.5% |
| 3M | -13.4% | -3.2% | -10.2% | -11.7% |
| 6M | +15.4% | +1.1% | +14.3% | +14.4% |
| YTD | -5.9% | +15.6% | -21.5% | -14.2% |
| 1Y | +18.8% | +9.2% | +9.7% | +11.7% |
| 3Y | -19.4% | +124.4% | -143.8% | -52.6% |
| 5Y | -47.7% | +138.0% | -185.7% | -70.5% |
| 10Y | +130.4% | +886.4% | -756.0% | -41.2% |
| All | +696.9% | +16,138.6% | -15,441.8% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling