+1,725.0%
TSM vs CLSK
-60.8%
+1,785.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | +1.0% |
| 7D | +1.0% | +7.7% | -6.7% | +0.8% |
| 30D | +1.0% | +12.2% | -11.3% | +0.6% |
| 3M | +2.9% | -15.5% | +18.4% | +3.2% |
| 6M | +22.8% | +39.3% | -16.5% | +21.6% |
| YTD | +43.3% | +35.1% | +8.2% | +41.8% |
| 1Y | +69.2% | +34.0% | +35.2% | +67.0% |
| 3Y | +404.5% | +226.3% | +178.3% | +383.7% |
| 5Y | +282.2% | +6.4% | +275.8% | +266.7% |
| All | +1,725.0% | -60.8% | +1,785.8% | +1,623.8% |
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