+28.2%
CLF vs TW
+291.9%
-263.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.6% |
| 7D | -9.1% | +3.1% | -12.2% | -9.9% |
| 30D | -0.9% | +16.7% | -17.6% | -5.7% |
| 3M | +3.0% | +25.2% | -22.2% | -4.4% |
| 6M | +16.7% | +19.5% | -2.8% | +9.1% |
| YTD | -3.2% | +21.0% | -24.2% | -11.3% |
| 1Y | +24.6% | +19.0% | +5.7% | +14.8% |
| 3Y | -22.3% | +40.7% | -63.0% | -37.6% |
| 5Y | -41.2% | +40.1% | -81.3% | -54.1% |
| All | +28.2% | +291.9% | -263.8% | -37.4% |
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