-58.1%
CLSK vs TMF
-23.9%
-34.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.5% | -19.0% | -17.2% |
| 7D | -20.7% | +4.0% | -24.7% | -21.9% |
| 30D | -45.5% | +19.5% | -65.0% | -50.0% |
| 3M | -52.0% | -3.5% | -48.5% | -50.7% |
| 6M | -47.0% | -10.6% | -36.4% | -43.0% |
| YTD | -32.8% | -17.1% | -15.7% | -26.7% |
| 1Y | -58.1% | -24.3% | -33.8% | -50.3% |
| All | -58.1% | -23.9% | -34.2% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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