-21.2%
TMUS vs CLSK
-58.7%
+37.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -16.6% | +19.6% | +1.5% |
| 7D | +7.5% | -20.7% | +28.2% | +5.7% |
| 30D | -3.3% | -45.5% | +42.2% | -7.7% |
| 3M | -9.7% | -52.0% | +42.3% | -14.3% |
| 6M | -17.2% | -47.0% | +29.7% | -20.0% |
| YTD | -20.3% | -32.8% | +12.5% | -21.0% |
| 1Y | -21.2% | -58.1% | +36.9% | -22.7% |
| All | -21.2% | -58.7% | +37.5% | -22.7% |
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