+23.3%
TMO vs CLSK
+41.0%
-17.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.8% | -5.7% | +0.8% |
| 7D | -0.6% | +7.7% | -8.4% | -1.0% |
| 30D | +1.1% | +12.2% | -11.1% | +0.5% |
| 3M | +28.3% | -15.5% | +43.8% | +29.7% |
| 6M | +23.3% | +39.3% | -16.1% | +12.9% |
| All | +23.3% | +41.0% | -17.7% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 6mo: compounded portfolio wealth divided by compounded CLSK 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…
6mo analysis · Full analysis span regression · 6 months rolling