-23.4%
TSLL vs CLSK
+35.0%
-58.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.9% | -12.7% | -12.1% |
| 7D | +1.9% | +8.8% | -6.9% | -0.6% |
| 30D | +17.8% | -6.0% | +23.8% | +18.9% |
| 3M | -37.0% | -24.4% | -12.6% | -32.9% |
| 6M | -37.7% | +19.0% | -56.7% | -42.5% |
| YTD | -51.4% | +25.4% | -76.8% | -56.1% |
| 1Y | -23.4% | +39.8% | -63.1% | -14.5% |
| All | -23.4% | +35.0% | -58.4% | -14.5% |
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