-19.7%
TSCO vs CLSK
+211.4%
-231.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.8% | -8.3% | -1.8% |
| 7D | -5.7% | +7.7% | -13.4% | -6.0% |
| 30D | -8.8% | +12.2% | -21.0% | -9.3% |
| 3M | +6.3% | -15.5% | +21.8% | +6.6% |
| 6M | -32.3% | +39.3% | -71.6% | -34.0% |
| YTD | -32.7% | +35.1% | -67.8% | -34.7% |
| 1Y | -43.7% | +34.0% | -77.7% | -45.8% |
| 3Y | -19.7% | +226.3% | -245.9% | -34.9% |
| All | -19.7% | +211.4% | -231.1% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling