-47.8%
CLF vs TTMI
+804.2%
-852.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -7.1% | -1.4% |
| 7D | +7.6% | +5.9% | +1.7% | +5.2% |
| 30D | -1.2% | -4.3% | +3.1% | -0.4% |
| 3M | -13.4% | -32.0% | +18.7% | -3.4% |
| 6M | +15.4% | +19.5% | -4.0% | -1.7% |
| YTD | -5.9% | +82.0% | -87.9% | -35.0% |
| 1Y | +18.8% | +172.6% | -153.8% | -33.9% |
| 3Y | -19.4% | +744.7% | -764.1% | -75.4% |
| All | -47.8% | +804.2% | -852.0% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling