+20.2%
CLF vs TTMI
+9.6%
+10.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -10.1% | +0.9% | -6.8% |
| 7D | -7.9% | -19.2% | +11.3% | -3.4% |
| 30D | +5.2% | -44.9% | +50.1% | +18.5% |
| 3M | +4.3% | -44.7% | +49.0% | +16.7% |
| 6M | +25.3% | -53.4% | +78.7% | +42.7% |
| YTD | -3.3% | +6.3% | -9.7% | -13.2% |
| 1Y | +20.2% | +10.7% | +9.5% | +6.6% |
| All | +20.2% | +9.6% | +10.6% | +6.6% |
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