-48.9%
TSLL vs CLSK
-58.0%
+9.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +12.2% | -1.3% | +6.4% |
| 7D | -14.3% | -3.4% | -11.0% | -13.4% |
| 30D | -6.2% | -34.2% | +28.0% | +7.3% |
| 3M | +21.2% | -43.8% | +65.0% | +44.1% |
| 6M | -36.6% | -51.3% | +14.8% | -22.3% |
| YTD | -47.8% | -31.7% | -16.0% | -43.3% |
| All | -48.9% | -58.0% | +9.1% | -39.0% |
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