+36.0%
TSM vs CLSK
-58.7%
+94.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.6% | +14.3% | +1.3% |
| 7D | -10.0% | -20.7% | +10.8% | -5.8% |
| 30D | -18.5% | -45.5% | +27.0% | -8.1% |
| 3M | -4.9% | -52.0% | +47.1% | +9.3% |
| 6M | -1.0% | -47.0% | +46.0% | +10.5% |
| YTD | +31.3% | -32.8% | +64.1% | +37.8% |
| 1Y | +36.0% | -58.1% | +94.1% | +49.3% |
| All | +36.0% | -58.7% | +94.7% | +49.3% |
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