+374.3%
TXN vs CLSK
-63.3%
+437.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.6% | -1.0% |
| 7D | +2.0% | +1.7% | +0.2% | +1.9% |
| 30D | -8.0% | +11.1% | -19.1% | -8.2% |
| 3M | -7.8% | -14.1% | +6.3% | -7.6% |
| 6M | +32.4% | +32.9% | -0.5% | +31.3% |
| YTD | +51.7% | +26.5% | +25.2% | +50.2% |
| 1Y | +44.3% | +27.6% | +16.7% | +42.5% |
| 3Y | +71.3% | +190.9% | -119.6% | +64.4% |
| 5Y | +56.4% | -0.4% | +56.8% | +50.2% |
| All | +374.3% | -63.3% | +437.6% | +339.0% |
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 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