+74.6%
CLF vs TTMI
+394.2%
-319.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.0% |
| 7D | +10.4% | +11.4% | -1.0% | +4.9% |
| 30D | +0.6% | -28.3% | +28.8% | +12.7% |
| 3M | +4.1% | -46.7% | +50.8% | +30.3% |
| 6M | +15.1% | -56.1% | +71.2% | +49.6% |
| YTD | -4.7% | +7.4% | -12.1% | -25.8% |
| 1Y | +20.4% | +17.4% | +3.0% | -12.4% |
| 3Y | -23.4% | +429.1% | -452.5% | -77.2% |
| 5Y | -43.3% | +418.8% | -462.0% | -84.0% |
| All | +74.6% | +394.2% | -319.6% | -56.3% |
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