+26.1%
CLF vs TW
+301.3%
-275.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.5% |
| 7D | +10.4% | +3.9% | +6.5% | +9.1% |
| 30D | +0.6% | +19.9% | -19.4% | -5.1% |
| 3M | +4.1% | +25.9% | -21.8% | -3.5% |
| 6M | +15.1% | +21.1% | -6.0% | +7.1% |
| YTD | -4.7% | +23.9% | -28.7% | -13.4% |
| 1Y | +20.4% | +21.2% | -0.9% | +10.3% |
| 3Y | -23.4% | +44.8% | -68.2% | -39.1% |
| 5Y | -43.3% | +41.4% | -84.7% | -55.7% |
| All | +26.1% | +301.3% | -275.3% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling