+319.3%
TMO vs CLSK
-60.8%
+380.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.8% | -5.7% | +1.0% |
| 7D | -0.6% | +7.7% | -8.4% | -0.8% |
| 30D | +1.1% | +12.2% | -11.1% | +0.9% |
| 3M | +28.3% | -15.5% | +43.8% | +28.4% |
| 6M | +23.3% | +39.3% | -16.1% | +22.3% |
| YTD | +5.5% | +35.1% | -29.6% | +4.6% |
| 1Y | +24.5% | +34.0% | -9.5% | +23.2% |
| 3Y | +19.6% | +226.3% | -206.7% | +15.4% |
| 5Y | +8.1% | +6.4% | +1.7% | +4.4% |
| All | +319.3% | -60.8% | +380.2% | +303.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling