-41.5%
CLF vs TAP
+1.8%
-43.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +2.3% | -8.0% | +10.3% | +5.0% |
| 30D | +1.9% | +4.1% | -2.1% | -0.1% |
| 3M | +5.9% | -4.4% | +10.2% | +6.5% |
| 6M | +16.9% | -1.9% | +18.9% | +15.5% |
| YTD | -1.1% | -12.1% | +11.0% | +1.9% |
| 1Y | +28.8% | -12.0% | +40.9% | +32.1% |
| 3Y | -20.6% | -25.0% | +4.4% | -13.5% |
| 5Y | -41.5% | -1.1% | -40.4% | -47.8% |
| All | -41.5% | +1.8% | -43.3% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling