-80.9%
CLSK vs TT
+736.0%
-816.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.3% | -1.9% |
| 7D | +8.0% | +4.0% | +3.9% | +5.5% |
| 30D | -27.9% | -11.3% | -16.6% | -21.6% |
| 3M | -42.3% | -12.3% | -30.0% | -36.7% |
| 6M | -50.0% | -10.8% | -39.2% | -46.0% |
| YTD | -34.3% | +8.2% | -42.4% | -36.7% |
| 1Y | -44.5% | +1.5% | -46.0% | -44.4% |
| 3Y | +74.5% | +91.5% | -16.9% | +27.4% |
| 5Y | -69.0% | +130.2% | -199.2% | -80.1% |
| All | -80.9% | +736.0% | -816.9% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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