-52.0%
TSLL vs CLSK
+172.1%
-224.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | +5.1% | +17.2% | -12.1% | -0.8% |
| 30D | +20.0% | +14.6% | +5.4% | +12.9% |
| 3M | -23.8% | -16.8% | -6.9% | -20.7% |
| 6M | -30.3% | +38.2% | -68.5% | -40.7% |
| YTD | -47.7% | +31.2% | -78.9% | -56.0% |
| 1Y | -21.2% | +37.3% | -58.5% | -38.8% |
| 3Y | -26.9% | +201.8% | -228.7% | -65.1% |
| All | -52.0% | +172.1% | -224.2% | -81.2% |
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 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