+116.3%
CLF vs TTMI
+1,093.3%
-977.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.9% |
| 7D | +6.5% | +12.2% | -5.7% | +1.2% |
| 30D | +0.2% | -5.7% | +6.0% | +1.8% |
| 3M | -3.1% | -27.5% | +24.4% | +6.7% |
| 6M | +25.0% | +47.1% | -22.1% | -5.4% |
| YTD | -7.5% | +87.5% | -94.9% | -39.4% |
| 1Y | +11.5% | +175.2% | -163.7% | -41.5% |
| 3Y | -13.7% | +901.9% | -915.6% | -78.1% |
| 5Y | -47.0% | +843.5% | -890.5% | -86.7% |
| 10Y | +116.3% | +1,077.0% | -960.7% | -44.2% |
| All | +116.3% | +1,093.3% | -977.0% | -44.2% |
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