+18.5%
CLF vs TTMI
+10.2%
+8.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.2% |
| 7D | +16.0% | +22.6% | -6.6% | +9.9% |
| 30D | +1.6% | -34.3% | +35.9% | +10.0% |
| 3M | +6.7% | -44.8% | +51.5% | +19.1% |
| 6M | +21.1% | -53.3% | +74.4% | +37.5% |
| YTD | -1.6% | +10.6% | -12.1% | -12.7% |
| 1Y | +18.5% | +8.2% | +10.3% | +5.9% |
| All | +18.5% | +10.2% | +8.3% | +5.9% |
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