+11.8%
CLF vs TXG
+385.8%
-374.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.2% |
| 7D | -2.7% | +9.1% | -11.8% | -4.7% |
| 30D | -3.2% | +14.9% | -18.1% | -6.6% |
| 3M | -5.0% | +120.0% | -124.9% | -23.8% |
| 6M | +26.6% | +221.8% | -195.2% | -9.4% |
| YTD | -9.0% | +312.6% | -321.5% | -39.8% |
| 1Y | +11.8% | +398.4% | -386.6% | -36.7% |
| All | +11.8% | +385.8% | -374.0% | -36.7% |
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 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