+14.2%
CLF vs TW
+286.2%
-272.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -19.6% | +4.2% | -23.8% | -20.6% |
| 30D | -5.0% | +18.9% | -23.9% | -10.1% |
| 3M | -6.3% | +23.8% | -30.1% | -12.7% |
| 6M | +2.8% | +17.0% | -14.3% | -3.4% |
| YTD | -13.7% | +19.2% | -32.9% | -20.6% |
| 1Y | +13.6% | +20.1% | -6.5% | +4.1% |
| 3Y | -34.0% | +40.5% | -74.5% | -47.1% |
| 5Y | -48.7% | +38.0% | -86.8% | -59.8% |
| All | +14.2% | +286.2% | -272.0% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling