+99.7%
TXN vs CLSK
-58.7%
+158.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.6% | +16.2% | +1.7% |
| 7D | +1.0% | -20.7% | +21.8% | +3.6% |
| 30D | +6.1% | -45.5% | +51.7% | +13.6% |
| 3M | +10.4% | -52.0% | +62.4% | +19.4% |
| 6M | +12.6% | -47.0% | +59.5% | +19.7% |
| YTD | +83.5% | -32.8% | +116.3% | +89.8% |
| 1Y | +99.7% | -58.1% | +157.8% | +114.7% |
| All | +99.7% | -58.7% | +158.5% | +114.7% |
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