+18.8%
CLF vs TTMI
+171.3%
-152.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -7.1% | -0.3% |
| 7D | +7.6% | +5.9% | +1.7% | +6.0% |
| 30D | -1.2% | -4.3% | +3.1% | -0.6% |
| 3M | -13.4% | -32.0% | +18.7% | -6.2% |
| 6M | +15.4% | +19.5% | -4.0% | +3.2% |
| YTD | -5.9% | +82.0% | -87.9% | -28.1% |
| 1Y | +18.8% | +172.6% | -153.8% | -23.8% |
| All | +18.8% | +171.3% | -152.5% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling