+99.7%
CLF vs TAP
-49.3%
+149.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +3.8% |
| 7D | -19.6% | +0.5% | -20.1% | -20.1% |
| 30D | -5.0% | +9.1% | -14.1% | -10.0% |
| 3M | -6.3% | -3.8% | -2.5% | -6.0% |
| 6M | +2.8% | -3.4% | +6.2% | +1.7% |
| YTD | -13.7% | -10.6% | -3.1% | -11.5% |
| 1Y | +13.6% | -4.4% | +18.0% | +11.6% |
| 3Y | -34.0% | -24.4% | -9.6% | -27.6% |
| 5Y | -48.7% | +2.1% | -50.8% | -54.5% |
| All | +99.7% | -49.3% | +149.0% | +70.5% |
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