-80.4%
CLSK vs TMF
-82.3%
+1.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -1.1% |
| 7D | +20.4% | -8.2% | +28.6% | +20.3% |
| 30D | -32.6% | +5.3% | -38.0% | -32.6% |
| 3M | -43.8% | -8.5% | -35.4% | -43.9% |
| 6M | -49.2% | -17.2% | -32.0% | -49.3% |
| YTD | -32.4% | -23.4% | -9.0% | -32.6% |
| 1Y | -48.7% | -30.2% | -18.4% | -49.0% |
| 3Y | +82.9% | -32.9% | +115.8% | +83.4% |
| 5Y | -68.1% | -88.5% | +20.5% | -73.9% |
| All | -80.4% | -82.3% | +1.9% | -79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling