-47.0%
CLF vs TXG
-65.4%
+18.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -2.8% |
| 7D | +6.5% | +9.4% | -2.9% | +4.2% |
| 30D | +0.2% | +26.1% | -25.8% | -5.9% |
| 3M | -3.1% | +124.8% | -127.9% | -22.6% |
| 6M | +25.0% | +215.2% | -190.2% | -9.2% |
| YTD | -7.5% | +302.2% | -309.7% | -37.2% |
| 1Y | +11.5% | +370.9% | -359.4% | -28.4% |
| 3Y | -13.7% | +38.5% | -52.2% | -31.3% |
| 5Y | -47.0% | -64.4% | +17.4% | -48.5% |
| All | -47.0% | -65.4% | +18.4% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling