-29.4%
TSCO vs CLSK
-58.7%
+29.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -16.6% | +20.8% | +4.1% |
| 7D | +15.7% | -20.7% | +36.5% | +15.6% |
| 30D | +16.4% | -45.5% | +61.9% | +16.8% |
| 3M | +11.2% | -52.0% | +63.2% | +11.8% |
| 6M | +14.9% | -47.0% | +61.9% | +14.4% |
| YTD | -25.4% | -32.8% | +7.4% | -27.1% |
| 1Y | -29.4% | -58.1% | +28.7% | -30.0% |
| All | -29.4% | -58.7% | +29.4% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling