-63.3%
CLSK vs TMF
-81.6%
+18.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -3.6% |
| 7D | +1.7% | -4.8% | +6.5% | +1.7% |
| 30D | +11.1% | -4.9% | +16.0% | +11.1% |
| 3M | -14.1% | -13.4% | -0.7% | -14.2% |
| 6M | +32.9% | -23.0% | +56.0% | +32.4% |
| YTD | +26.5% | -20.2% | +46.7% | +26.1% |
| 1Y | +27.6% | -26.5% | +54.1% | +27.0% |
| 3Y | +190.9% | -45.2% | +236.1% | +187.1% |
| 5Y | -0.4% | -88.4% | +88.0% | -18.6% |
| All | -63.3% | -81.6% | +18.2% | -62.1% |
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