+226.3%
CLSK vs TSLQ
-95.6%
+321.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +6.5% |
| 7D | +7.7% | -6.6% | +14.3% | +5.7% |
| 30D | +12.2% | -24.3% | +36.5% | +4.0% |
| 3M | -15.5% | -3.6% | -11.8% | -12.0% |
| 6M | +39.3% | -12.0% | +51.3% | +47.5% |
| YTD | +35.1% | +1.4% | +33.7% | +54.3% |
| 1Y | +34.0% | -43.6% | +77.6% | +33.5% |
| 3Y | +226.3% | -95.4% | +321.7% | +232.0% |
| All | +226.3% | -95.6% | +321.8% | +232.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling