-61.9%
CLSK vs TSN
-2.3%
-59.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | +17.2% | -7.3% | +24.5% | +20.0% |
| 30D | +14.6% | -8.6% | +23.2% | +17.8% |
| 3M | -16.8% | -7.5% | -9.3% | -15.2% |
| 6M | +38.2% | -14.1% | +52.3% | +44.0% |
| YTD | +31.2% | -9.4% | +40.7% | +33.6% |
| 1Y | +37.3% | -4.1% | +41.4% | +36.5% |
| 3Y | +201.8% | +10.3% | +191.5% | +176.7% |
| 5Y | -1.6% | -19.7% | +18.2% | +2.4% |
| All | -61.9% | -2.3% | -59.6% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 all: compounded portfolio wealth divided by compounded TSN 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…
all analysis · Full analysis span regression · 6 months rolling