-23.4%
CLF vs TW
+44.1%
-67.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.1% |
| 7D | +10.4% | +3.9% | +6.5% | +10.9% |
| 30D | +0.6% | +19.9% | -19.4% | +2.6% |
| 3M | +4.1% | +25.9% | -21.8% | +6.7% |
| 6M | +15.1% | +21.1% | -6.0% | +18.0% |
| YTD | -4.7% | +23.9% | -28.7% | -2.0% |
| 1Y | +20.4% | +21.2% | -0.9% | +23.8% |
| 3Y | -23.4% | +44.8% | -68.2% | -23.0% |
| All | -23.4% | +44.1% | -67.5% | -23.0% |
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