-63.3%
CLSK vs TYL
+125.5%
-188.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.4% |
| 7D | +1.7% | -11.5% | +13.3% | +8.8% |
| 30D | +11.1% | +3.9% | +7.2% | +7.4% |
| 3M | -14.1% | +10.8% | -24.9% | -23.1% |
| 6M | +32.9% | -5.3% | +38.2% | +29.0% |
| YTD | +26.5% | -26.1% | +52.6% | +42.3% |
| 1Y | +27.6% | -38.5% | +66.2% | +62.2% |
| 3Y | +190.9% | -14.5% | +205.4% | +177.9% |
| 5Y | -0.4% | -28.9% | +28.5% | +11.4% |
| All | -63.3% | +125.5% | -188.8% | -62.3% |
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