+60.2%
CLF vs TXG
+16.5%
+43.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.2% | +5.7% |
| 7D | -9.1% | -3.7% | -5.4% | -8.3% |
| 30D | -0.9% | -22.0% | +21.1% | +4.1% |
| 3M | +3.0% | +7.4% | -4.4% | -1.2% |
| 6M | +16.7% | +191.2% | -174.5% | -13.5% |
| YTD | -3.2% | +285.7% | -288.8% | -33.7% |
| 1Y | +24.6% | +268.3% | -243.7% | -14.1% |
| 3Y | -22.3% | +77.3% | -99.6% | -42.1% |
| 5Y | -41.2% | -62.3% | +21.1% | -43.9% |
| All | +60.2% | +16.5% | +43.7% | +17.6% |
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