+39.8%
CLSK vs TMF
-15.2%
+55.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +8.8% | -1.4% | +10.3% | +9.3% |
| 30D | -6.0% | -2.8% | -3.2% | -5.1% |
| 3M | -24.4% | -10.9% | -13.5% | -21.4% |
| 6M | +19.0% | -21.3% | +40.4% | +22.4% |
| YTD | +25.4% | -15.9% | +41.3% | +31.1% |
| 1Y | +39.8% | -15.7% | +55.5% | +54.4% |
| All | +39.8% | -15.2% | +55.0% | +54.4% |
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