-60.8%
CLSK vs TSEM
+1,132.6%
-1,193.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +6.0% |
| 7D | +7.7% | -4.9% | +12.6% | +10.4% |
| 30D | +12.2% | -18.7% | +31.0% | +23.7% |
| 3M | -15.5% | -18.1% | +2.7% | -9.7% |
| 6M | +39.3% | +77.1% | -37.7% | -4.7% |
| YTD | +35.1% | +80.1% | -45.1% | -9.4% |
| 1Y | +34.0% | +220.4% | -186.4% | -34.1% |
| 3Y | +226.3% | +650.1% | -423.8% | +3.7% |
| 5Y | +6.4% | +628.9% | -622.5% | -64.7% |
| All | -60.8% | +1,132.6% | -1,193.5% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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