-60.8%
CLSK vs TNA
+53.9%
-114.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +6.2% |
| 7D | +7.7% | -7.3% | +15.0% | +12.2% |
| 30D | +12.2% | -14.2% | +26.4% | +22.1% |
| 3M | -15.5% | -4.6% | -10.9% | -13.0% |
| 6M | +39.3% | +36.9% | +2.4% | +17.9% |
| YTD | +35.1% | +42.5% | -7.5% | +13.4% |
| 1Y | +34.0% | +45.8% | -11.7% | +13.2% |
| 3Y | +226.3% | +104.7% | +121.6% | +140.8% |
| 5Y | +6.4% | -21.7% | +28.1% | +14.1% |
| All | -60.8% | +53.9% | -114.7% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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