-20.8%
TSLL vs CLSK
+45.6%
-66.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.2% | +1.6% | +6.0% |
| 7D | +5.8% | +21.9% | -16.1% | -0.2% |
| 30D | +21.7% | +9.6% | +12.1% | +17.3% |
| 3M | -28.2% | -18.4% | -9.8% | -25.5% |
| 6M | -29.5% | +46.4% | -75.8% | -38.3% |
| YTD | -47.5% | +33.2% | -80.7% | -53.4% |
| 1Y | -20.8% | +47.0% | -67.8% | -15.3% |
| All | -20.8% | +45.6% | -66.4% | -15.3% |
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 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