+1,749.3%
TSM vs CLSK
-61.4%
+1,810.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.2% | -3.9% | +2.2% |
| 7D | +6.0% | +21.9% | -15.8% | +5.5% |
| 30D | +4.5% | +9.6% | -5.1% | +4.2% |
| 3M | +3.1% | -18.4% | +21.5% | +3.5% |
| 6M | +30.2% | +46.4% | -16.2% | +28.8% |
| YTD | +45.2% | +33.2% | +12.0% | +43.7% |
| 1Y | +79.6% | +47.0% | +32.6% | +76.9% |
| 3Y | +411.0% | +206.4% | +204.6% | +390.5% |
| 5Y | +290.7% | +5.4% | +285.3% | +275.0% |
| All | +1,749.3% | -61.4% | +1,810.6% | +1,647.4% |
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