-13.3%
CLF vs TW
+26.6%
-39.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.9% |
| 7D | +7.6% | -2.3% | +9.9% | +7.4% |
| 30D | -1.2% | +3.9% | -5.1% | -0.8% |
| 3M | -13.4% | +5.7% | -19.1% | -12.8% |
| 6M | +15.4% | -14.5% | +29.9% | +15.0% |
| YTD | -5.9% | -0.9% | -5.0% | -5.5% |
| 1Y | +18.8% | -13.5% | +32.3% | +18.3% |
| All | -13.3% | +26.6% | -39.9% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling