+89.6%
CL vs TAP
-46.0%
+135.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.0% |
| 7D | +3.2% | +1.3% | +2.0% | +2.9% |
| 30D | +8.0% | +5.7% | +2.3% | +6.5% |
| 3M | +7.9% | -1.9% | +9.8% | +8.2% |
| 6M | +14.7% | +0.9% | +13.8% | +14.1% |
| YTD | +29.2% | -9.5% | +38.7% | +31.6% |
| 1Y | +29.5% | -9.0% | +38.5% | +31.7% |
| 3Y | +40.7% | -22.2% | +62.9% | +47.1% |
| 5Y | +43.9% | +1.2% | +42.6% | +39.1% |
| All | +89.6% | -46.0% | +135.6% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling