+57.5%
CLF vs TXG
+7.8%
+49.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.9% |
| 7D | +10.4% | -1.8% | +12.2% | +10.8% |
| 30D | +0.6% | -20.4% | +21.0% | +5.2% |
| 3M | +4.1% | +0.1% | +4.0% | +1.5% |
| 6M | +15.1% | +176.2% | -161.1% | -13.6% |
| YTD | -4.7% | +256.8% | -261.5% | -33.6% |
| 1Y | +20.4% | +255.9% | -235.5% | -16.5% |
| 3Y | -23.4% | +60.2% | -83.6% | -41.6% |
| 5Y | -43.3% | -65.1% | +21.8% | -45.0% |
| All | +57.5% | +7.8% | +49.8% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling