-81.2%
CLSK vs TYL
+183.4%
-264.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.8% | -5.4% |
| 7D | -19.4% | +4.3% | -23.7% | -21.9% |
| 30D | -37.4% | +28.0% | -65.3% | -46.5% |
| 3M | -43.3% | +32.3% | -75.6% | -53.4% |
| 6M | -53.7% | +29.9% | -83.6% | -63.2% |
| YTD | -35.1% | -7.1% | -28.0% | -37.4% |
| 1Y | -56.3% | -9.2% | -47.1% | -57.4% |
| 3Y | +75.7% | +0.7% | +75.0% | +51.0% |
| 5Y | -67.7% | -21.1% | -46.6% | -68.1% |
| All | -81.2% | +183.4% | -264.5% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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