-46.0%
TSLL vs CLSK
-58.7%
+12.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -16.6% | +10.2% | -1.0% |
| 7D | -9.4% | -20.7% | +11.3% | -3.1% |
| 30D | +1.6% | -45.5% | +47.1% | +22.5% |
| 3M | +29.4% | -52.0% | +81.4% | +61.0% |
| 6M | -20.1% | -47.0% | +26.8% | -5.6% |
| YTD | -44.5% | -32.8% | -11.7% | -40.0% |
| 1Y | -46.0% | -58.1% | +12.1% | -33.2% |
| All | -46.0% | -58.7% | +12.7% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling