+206.4%
CLSK vs TMF
-42.4%
+248.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | +21.9% | +1.0% | +20.9% | +21.7% |
| 30D | +9.6% | -1.8% | +11.4% | +9.9% |
| 3M | -18.4% | -8.2% | -10.2% | -17.2% |
| 6M | +46.4% | -19.5% | +65.9% | +51.2% |
| YTD | +33.2% | -16.0% | +49.2% | +36.7% |
| 1Y | +47.0% | -22.5% | +69.5% | +52.1% |
| 3Y | +206.4% | -42.3% | +248.6% | +245.8% |
| All | +206.4% | -42.4% | +248.7% | +245.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling