+11.5%
CLF vs TTMI
+170.6%
-159.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.4% |
| 7D | +6.5% | +12.2% | -5.7% | +3.5% |
| 30D | +0.2% | -5.7% | +6.0% | +1.2% |
| 3M | -3.1% | -27.5% | +24.4% | +3.1% |
| 6M | +25.0% | +47.1% | -22.1% | +5.0% |
| YTD | -7.5% | +87.5% | -94.9% | -29.1% |
| 1Y | +11.5% | +175.2% | -163.7% | -25.1% |
| All | +11.5% | +170.6% | -159.1% | -25.1% |
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