+20.2%
CLF vs TXG
+406.9%
-386.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.4% | -12.6% | -9.7% |
| 7D | -7.9% | -19.3% | +11.4% | -5.1% |
| 30D | +5.2% | -30.9% | +36.2% | +10.4% |
| 3M | +4.3% | +41.1% | -36.8% | -4.9% |
| 6M | +25.3% | +211.9% | -186.6% | -5.8% |
| YTD | -3.3% | +314.0% | -317.3% | -30.5% |
| 1Y | +20.2% | +405.4% | -385.2% | -16.1% |
| All | +20.2% | +406.9% | -386.7% | -16.1% |
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