+208.4%
CLSK vs TLN
+571.8%
-363.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.4% |
| 7D | +1.7% | +2.0% | -0.2% | +0.9% |
| 30D | +11.1% | -12.9% | +24.1% | +18.6% |
| 3M | -14.1% | -7.4% | -6.7% | -10.5% |
| 6M | +32.9% | -6.0% | +39.0% | +37.2% |
| YTD | +26.5% | -16.9% | +43.4% | +35.3% |
| 1Y | +27.6% | -22.6% | +50.2% | +41.1% |
| 3Y | +190.9% | +469.0% | -278.1% | +52.5% |
| All | +208.4% | +571.8% | -363.4% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling