+253.4%
TMUS vs CLSK
-63.3%
+316.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | -0.1% |
| 7D | -5.8% | +1.7% | -7.5% | -5.8% |
| 30D | -0.2% | +11.1% | -11.3% | -0.3% |
| 3M | -4.0% | -14.1% | +10.1% | -4.0% |
| 6M | -18.1% | +32.9% | -51.0% | -18.3% |
| YTD | -11.3% | +26.5% | -37.8% | -11.6% |
| 1Y | -24.7% | +27.6% | -52.4% | -25.1% |
| 3Y | +35.4% | +190.9% | -155.5% | +33.1% |
| 5Y | +42.4% | -0.4% | +42.8% | +39.9% |
| All | +253.4% | -63.3% | +316.7% | +234.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling