-60.8%
CLSK vs TCOM
-3.9%
-57.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.5% |
| 7D | +7.7% | -4.9% | +12.6% | +9.5% |
| 30D | +12.2% | -14.4% | +26.6% | +17.8% |
| 3M | -15.5% | -17.7% | +2.2% | -10.7% |
| 6M | +39.3% | -25.1% | +64.5% | +51.9% |
| YTD | +35.1% | -45.7% | +80.8% | +61.8% |
| 1Y | +34.0% | -47.9% | +81.9% | +62.9% |
| 3Y | +226.3% | +8.9% | +217.3% | +198.6% |
| 5Y | +6.4% | +26.9% | -20.5% | -12.5% |
| All | -60.8% | -3.9% | -57.0% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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