+80.1%
CLF vs TAP
-49.5%
+129.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.2% | +8.2% | +7.6% |
| 7D | -14.1% | -7.8% | -6.3% | -10.8% |
| 30D | -5.5% | +7.1% | -12.7% | -9.7% |
| 3M | 0.0% | -7.0% | +7.0% | +2.1% |
| 6M | +11.3% | -3.8% | +15.1% | +10.2% |
| YTD | -7.7% | -11.7% | +4.0% | -4.8% |
| 1Y | +17.5% | -10.1% | +27.7% | +19.3% |
| 3Y | -25.4% | -23.7% | -1.7% | -18.7% |
| 5Y | -46.0% | +2.9% | -48.9% | -52.5% |
| 10Y | +80.1% | -49.5% | +129.6% | +68.5% |
| All | +80.1% | -49.5% | +129.6% | +68.5% |
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