-56.8%
TSLL vs CLSK
+26.2%
-83.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.5% | +0.2% | +5.5% |
| 7D | -21.2% | -19.7% | -1.5% | -14.7% |
| 30D | -13.3% | -46.5% | +33.2% | +8.8% |
| 3M | +15.4% | -51.7% | +67.1% | +48.0% |
| 6M | -34.2% | -57.5% | +23.3% | -13.4% |
| YTD | -52.9% | -39.1% | -13.8% | -47.8% |
| 1Y | -54.3% | -60.0% | +5.7% | -42.2% |
| 3Y | -18.4% | +42.9% | -61.3% | -48.4% |
| All | -56.8% | +26.2% | -83.1% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling