+80.1%
CLF vs TTMI
+476.8%
-396.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +13.3% | -6.3% | +1.2% |
| 7D | -14.1% | -1.6% | -12.5% | -13.6% |
| 30D | -5.5% | -37.7% | +32.2% | +12.3% |
| 3M | 0.0% | -45.1% | +45.1% | +23.6% |
| 6M | +11.3% | -52.1% | +63.4% | +39.2% |
| YTD | -7.7% | +9.2% | -16.9% | -28.4% |
| 1Y | +17.5% | +12.9% | +4.6% | -12.4% |
| 3Y | -25.4% | +445.5% | -470.9% | -78.0% |
| 5Y | -46.0% | +427.9% | -473.9% | -84.8% |
| 10Y | +80.1% | +449.9% | -369.8% | -55.6% |
| All | +80.1% | +476.8% | -396.7% | -55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling