+278.1%
TJX vs CLSK
-60.8%
+339.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.8% | -7.1% | -0.4% |
| 7D | -4.6% | +7.7% | -12.3% | -4.7% |
| 30D | -17.2% | +12.2% | -29.4% | -17.3% |
| 3M | -24.9% | -15.5% | -9.4% | -24.9% |
| 6M | -19.7% | +39.3% | -59.0% | -20.1% |
| YTD | -17.2% | +35.1% | -52.3% | -17.7% |
| 1Y | -9.4% | +34.0% | -43.4% | -10.2% |
| 3Y | +43.1% | +226.3% | -183.2% | +39.2% |
| 5Y | +96.7% | +6.4% | +90.3% | +91.4% |
| All | +278.1% | -60.8% | +339.0% | +266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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