-63.3%
CLSK vs TCOM
-4.6%
-58.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.4% | -3.2% |
| 7D | +1.7% | -6.5% | +8.3% | +4.0% |
| 30D | +11.1% | -16.2% | +27.3% | +17.4% |
| 3M | -14.1% | -19.3% | +5.2% | -8.7% |
| 6M | +32.9% | -27.2% | +60.1% | +46.3% |
| YTD | +26.5% | -46.2% | +72.7% | +51.9% |
| 1Y | +27.6% | -46.6% | +74.2% | +53.9% |
| 3Y | +190.9% | +8.4% | +182.5% | +166.7% |
| 5Y | -0.4% | +25.8% | -26.2% | -17.9% |
| All | -63.3% | -4.6% | -58.7% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling