-61.9%
CLSK vs TSEM
+1,162.1%
-1,224.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.8% |
| 7D | +17.2% | +4.7% | +12.5% | +14.4% |
| 30D | +14.6% | -14.2% | +28.8% | +23.0% |
| 3M | -16.8% | -5.0% | -11.8% | -17.4% |
| 6M | +38.2% | +87.6% | -49.4% | -8.2% |
| YTD | +31.2% | +84.4% | -53.2% | -13.0% |
| 1Y | +37.3% | +235.4% | -198.1% | -34.0% |
| 3Y | +201.8% | +668.0% | -466.2% | -5.2% |
| 5Y | -1.6% | +644.7% | -646.3% | -67.7% |
| All | -61.9% | +1,162.1% | -1,224.0% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling