-58.1%
CLSK vs TSLQ
-17.8%
-40.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +6.4% | -23.0% | -14.3% |
| 7D | -20.7% | +9.8% | -30.6% | -17.8% |
| 30D | -45.5% | -6.0% | -39.5% | -45.8% |
| 3M | -52.0% | -35.0% | -17.0% | -57.0% |
| 6M | -47.0% | -24.9% | -22.0% | -47.3% |
| YTD | -32.8% | -12.7% | -20.1% | -24.1% |
| 1Y | -58.1% | -21.0% | -37.1% | -54.5% |
| All | -58.1% | -17.8% | -40.3% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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