-26.5%
TMUS vs CLSK
+35.0%
-61.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.3% | -3.4% |
| 7D | +0.1% | +8.8% | -8.8% | +0.7% |
| 30D | +5.3% | -6.0% | +11.3% | +5.1% |
| 3M | +3.1% | -24.4% | +27.5% | +2.4% |
| 6M | -16.5% | +19.0% | -35.5% | -14.4% |
| YTD | -9.2% | +25.4% | -34.6% | -6.5% |
| 1Y | -26.5% | +39.8% | -66.2% | -25.4% |
| All | -26.5% | +35.0% | -61.5% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling