-60.8%
CLSK vs TTMI
+843.6%
-904.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.4% | +3.4% | +5.1% |
| 7D | +7.7% | +0.7% | +7.1% | +7.5% |
| 30D | +12.2% | -8.4% | +20.7% | +16.7% |
| 3M | -15.5% | -32.5% | +17.0% | +1.4% |
| 6M | +39.3% | +32.5% | +6.9% | +15.6% |
| YTD | +35.1% | +83.2% | -48.2% | -6.3% |
| 1Y | +34.0% | +161.7% | -127.7% | -23.6% |
| 3Y | +226.3% | +890.1% | -663.9% | -1.8% |
| 5Y | +6.4% | +832.4% | -826.1% | -67.3% |
| All | -60.8% | +843.6% | -904.4% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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