-80.8%
TTD vs CLSK
-4.8%
-76.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.3% | +1.6% |
| 7D | -7.4% | +1.7% | -9.2% | -8.0% |
| 30D | +3.0% | +11.1% | -8.1% | -0.8% |
| 3M | -27.6% | -14.1% | -13.5% | -27.4% |
| 6M | -49.5% | +32.9% | -82.4% | -55.9% |
| YTD | -63.2% | +26.5% | -89.7% | -68.4% |
| 1Y | -69.7% | +27.6% | -97.3% | -75.6% |
| 3Y | -83.3% | +190.9% | -274.3% | -93.5% |
| 5Y | -80.8% | -0.4% | -80.4% | -90.2% |
| All | -80.8% | -4.8% | -76.0% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling