-46.0%
CLF vs TXG
-62.8%
+16.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +9.7% | -2.8% | +4.6% |
| 7D | -14.1% | +5.5% | -19.6% | -15.2% |
| 30D | -5.5% | -19.3% | +13.8% | -1.4% |
| 3M | 0.0% | +25.0% | -25.0% | -7.9% |
| 6M | +11.3% | +201.2% | -189.9% | -19.7% |
| YTD | -7.7% | +298.8% | -306.5% | -38.7% |
| 1Y | +17.5% | +326.6% | -309.0% | -23.9% |
| 3Y | -25.4% | +78.3% | -103.7% | -45.5% |
| 5Y | -46.0% | -61.3% | +15.4% | -47.2% |
| All | -46.0% | -62.8% | +16.8% | -47.2% |
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