+216.9%
CLSK vs TLN
+483.9%
-266.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.6% |
| 7D | +17.2% | +5.8% | +11.4% | +14.2% |
| 30D | +14.6% | -6.9% | +21.4% | +18.4% |
| 3M | -16.8% | -10.9% | -6.0% | -12.0% |
| 6M | +38.2% | -4.6% | +42.8% | +41.5% |
| YTD | +31.2% | -14.7% | +45.9% | +38.7% |
| 1Y | +37.3% | -17.9% | +55.2% | +48.2% |
| All | +216.9% | +483.9% | -266.9% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling