-58.1%
CLSK vs TXG
+406.9%
-465.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.4% | -20.0% | -17.8% |
| 7D | -20.7% | -19.3% | -1.5% | -14.9% |
| 30D | -45.5% | -30.9% | -14.6% | -39.0% |
| 3M | -52.0% | +41.1% | -93.1% | -59.0% |
| 6M | -47.0% | +211.9% | -258.8% | -66.4% |
| YTD | -32.8% | +314.0% | -346.8% | -62.5% |
| 1Y | -58.1% | +405.4% | -463.5% | -78.1% |
| All | -58.1% | +406.9% | -465.0% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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