+18.8%
CLF vs TXG
+372.5%
-353.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +7.6% | +1.8% | +5.8% | +7.1% |
| 30D | -1.2% | +32.0% | -33.2% | -8.3% |
| 3M | -13.4% | +87.0% | -100.4% | -27.6% |
| 6M | +15.4% | +180.1% | -164.6% | -14.9% |
| YTD | -5.9% | +284.1% | -290.0% | -37.4% |
| 1Y | +18.8% | +361.7% | -342.9% | -32.0% |
| All | +18.8% | +372.5% | -353.7% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling