+1,584.1%
TSM vs CLSK
-80.9%
+1,665.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.6% |
| 7D | +6.2% | +8.0% | -1.8% | +6.0% |
| 30D | -7.3% | -27.9% | +20.6% | -6.5% |
| 3M | -7.1% | -42.3% | +35.1% | -5.9% |
| 6M | +0.2% | -50.0% | +50.2% | +1.8% |
| YTD | +32.2% | -34.3% | +66.5% | +33.2% |
| 1Y | +42.8% | -44.5% | +87.3% | +44.2% |
| 3Y | +330.4% | +74.5% | +255.9% | +319.8% |
| 5Y | +263.9% | -69.0% | +332.9% | +256.8% |
| All | +1,584.1% | -80.9% | +1,665.1% | +1,519.6% |
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