+2.8%
CLF vs TTMI
-59.7%
+62.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.9% | -5.2% | -0.1% |
| 7D | -19.6% | -19.8% | +0.2% | -15.1% |
| 30D | -5.0% | -48.1% | +43.1% | +8.0% |
| 3M | -6.3% | -51.2% | +44.9% | +7.3% |
| 6M | +2.8% | -59.6% | +62.4% | +21.6% |
| All | +2.8% | -59.7% | +62.5% | +21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling