+226.3%
CLSK vs TPG
+81.8%
+144.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +5.2% |
| 7D | +7.7% | -9.4% | +17.1% | +18.1% |
| 30D | +12.2% | -5.3% | +17.5% | +15.6% |
| 3M | -15.5% | +12.9% | -28.4% | -28.3% |
| 6M | +39.3% | +20.1% | +19.3% | +9.0% |
| YTD | +35.1% | -22.5% | +57.6% | +68.4% |
| 1Y | +34.0% | -19.7% | +53.7% | +59.4% |
| 3Y | +226.3% | +81.2% | +145.1% | +60.0% |
| All | +226.3% | +81.8% | +144.4% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 3y: compounded portfolio wealth divided by compounded TPG 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…
3y analysis · Full analysis span regression · 6 months rolling