+392.4%
TXN vs CLSK
-60.8%
+453.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.8% | -3.0% | +3.7% |
| 7D | +4.0% | +7.7% | -3.8% | +3.8% |
| 30D | -2.9% | +12.2% | -15.1% | -3.2% |
| 3M | -9.1% | -15.5% | +6.4% | -8.9% |
| 6M | +36.6% | +39.3% | -2.7% | +35.3% |
| YTD | +57.5% | +35.1% | +22.4% | +55.7% |
| 1Y | +49.5% | +34.0% | +15.5% | +47.5% |
| 3Y | +76.5% | +226.3% | -149.7% | +69.1% |
| 5Y | +62.4% | +6.4% | +56.0% | +55.7% |
| All | +392.4% | -60.8% | +453.2% | +355.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling