-52.1%
TSLL vs CLSK
+41.6%
-93.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +12.2% | -1.3% | +6.3% |
| 7D | -14.3% | -3.4% | -11.0% | -13.2% |
| 30D | -6.2% | -34.2% | +28.0% | +9.2% |
| 3M | +21.2% | -43.8% | +65.0% | +47.1% |
| 6M | -36.6% | -51.3% | +14.8% | -20.5% |
| YTD | -47.8% | -31.7% | -16.0% | -44.5% |
| 1Y | -45.2% | -55.6% | +10.4% | -33.3% |
| 3Y | -3.3% | +87.3% | -90.5% | -44.6% |
| All | -52.1% | +41.6% | -93.7% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling