-1.6%
CLSK vs TT
+143.3%
-144.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | +17.2% | +1.4% | +15.8% | +15.7% |
| 30D | +14.6% | -6.7% | +21.2% | +22.7% |
| 3M | -16.8% | -5.4% | -11.4% | -13.0% |
| 6M | +38.2% | +4.4% | +33.8% | +30.5% |
| YTD | +31.2% | +14.9% | +16.3% | +11.3% |
| 1Y | +37.3% | +9.3% | +28.1% | +23.1% |
| 3Y | +201.8% | +121.7% | +80.1% | +22.6% |
| 5Y | -1.6% | +148.2% | -149.7% | -68.6% |
| All | -1.6% | +143.3% | -144.8% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling