+47.3%
CLF vs TXG
+22.9%
+24.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.8% |
| 7D | -3.7% | +5.0% | -8.7% | -4.8% |
| 30D | -4.7% | +13.5% | -18.2% | -7.9% |
| 3M | -4.7% | +128.0% | -132.7% | -23.3% |
| 6M | +24.0% | +224.4% | -200.4% | -9.1% |
| YTD | -10.9% | +307.0% | -317.9% | -38.5% |
| 1Y | +4.0% | +427.2% | -423.2% | -33.3% |
| 3Y | -16.9% | +40.2% | -57.1% | -33.5% |
| 5Y | -49.3% | -64.0% | +14.7% | -50.5% |
| All | +47.3% | +22.9% | +24.4% | +8.9% |
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