+55.7%
CLF vs TXG
+16.0%
+39.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +7.6% | +1.8% | +5.8% | +7.1% |
| 30D | -1.2% | +32.0% | -33.2% | -8.2% |
| 3M | -13.4% | +87.0% | -100.4% | -26.8% |
| 6M | +15.4% | +180.1% | -164.6% | -12.3% |
| YTD | -5.9% | +284.1% | -290.0% | -34.1% |
| 1Y | +18.8% | +361.7% | -342.9% | -21.5% |
| 3Y | -19.4% | +15.9% | -35.3% | -32.5% |
| 5Y | -47.7% | -66.2% | +18.5% | -48.2% |
| All | +55.7% | +16.0% | +39.7% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling