+22.5%
CLF vs TW
+211.4%
-189.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.7% |
| 7D | +6.5% | -3.5% | +10.0% | +7.6% |
| 30D | +0.2% | +0.5% | -0.3% | -0.1% |
| 3M | -3.1% | +4.9% | -8.0% | -5.4% |
| 6M | +25.0% | -17.1% | +42.1% | +31.4% |
| YTD | -7.5% | -3.9% | -3.6% | -8.7% |
| 1Y | +11.5% | -13.3% | +24.8% | +14.4% |
| 3Y | -13.7% | +20.9% | -34.6% | -28.3% |
| 5Y | -47.0% | +20.5% | -67.5% | -57.0% |
| All | +22.5% | +211.4% | -189.0% | -35.6% |
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