+459.5%
CLF vs TTMI
+504.4%
-44.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -7.1% | -0.9% |
| 7D | +7.6% | +5.9% | +1.7% | +5.6% |
| 30D | -1.2% | -4.3% | +3.1% | -0.6% |
| 3M | -13.4% | -32.0% | +18.7% | -5.5% |
| 6M | +15.4% | +19.5% | -4.0% | +3.4% |
| YTD | -5.9% | +82.0% | -87.9% | -26.8% |
| 1Y | +18.8% | +172.6% | -153.8% | -19.3% |
| 3Y | -19.4% | +744.7% | -764.1% | -62.2% |
| 5Y | -47.7% | +805.6% | -853.3% | -76.3% |
| 10Y | +130.4% | +1,057.6% | -927.2% | -4.5% |
| All | +459.5% | +504.4% | -44.9% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling