+229.4%
CLSK vs TLN
+574.4%
-345.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.6% |
| 7D | +7.7% | -1.3% | +9.1% | +8.5% |
| 30D | +12.2% | -14.3% | +26.6% | +20.7% |
| 3M | -15.5% | -9.3% | -6.2% | -11.2% |
| 6M | +39.3% | -1.1% | +40.4% | +41.0% |
| YTD | +35.1% | -16.6% | +51.6% | +44.3% |
| 1Y | +34.0% | -22.0% | +56.0% | +47.7% |
| 3Y | +226.3% | +470.2% | -243.9% | +70.9% |
| All | +229.4% | +574.4% | -345.0% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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