+27.6%
CLSK vs TMF
-25.6%
+53.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.4% |
| 7D | +1.7% | -4.8% | +6.5% | +3.5% |
| 30D | +11.1% | -4.9% | +16.0% | +13.0% |
| 3M | -14.1% | -13.4% | -0.7% | -9.4% |
| 6M | +32.9% | -23.0% | +56.0% | +40.2% |
| YTD | +26.5% | -20.2% | +46.7% | +35.1% |
| 1Y | +27.6% | -26.5% | +54.1% | +39.4% |
| All | +27.6% | -25.6% | +53.2% | +39.4% |
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