+34.0%
CLSK vs TLN
-23.3%
+57.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.5% |
| 7D | +7.7% | -1.3% | +9.1% | +8.8% |
| 30D | +12.2% | -14.3% | +26.6% | +24.2% |
| 3M | -15.5% | -9.3% | -6.2% | -10.1% |
| 6M | +39.3% | -1.1% | +40.4% | +40.0% |
| YTD | +35.1% | -16.6% | +51.6% | +43.2% |
| 1Y | +34.0% | -22.0% | +56.0% | +47.0% |
| All | +34.0% | -23.3% | +57.3% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling