-48.7%
CLSK vs TMF
-29.9%
-18.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +0.3% |
| 7D | +20.4% | -8.2% | +28.6% | +23.6% |
| 30D | -32.6% | +5.3% | -38.0% | -35.8% |
| 3M | -43.8% | -8.5% | -35.4% | -41.8% |
| 6M | -49.2% | -17.2% | -32.0% | -43.7% |
| YTD | -32.4% | -23.4% | -9.0% | -23.7% |
| 1Y | -48.7% | -30.2% | -18.4% | -26.4% |
| All | -48.7% | -29.9% | -18.8% | -26.4% |
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