+618.5%
CLF vs TAP
+864.5%
-246.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.1% | -10.1% | -11.6% |
| 7D | -21.0% | +7.7% | -28.7% | -22.9% |
| 30D | -8.0% | +14.4% | -22.4% | -12.2% |
| 3M | -10.9% | +2.0% | -12.9% | -12.2% |
| 6M | +5.8% | +2.5% | +3.3% | +3.4% |
| YTD | -15.1% | -6.4% | -8.7% | -14.9% |
| 1Y | +7.2% | -2.3% | +9.5% | +5.8% |
| 3Y | -34.2% | -20.3% | -13.9% | -31.2% |
| 5Y | -49.6% | +6.9% | -56.5% | -52.4% |
| 10Y | +109.9% | -46.3% | +156.2% | +133.8% |
| All | +618.5% | +864.5% | -246.1% | +446.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling