-80.2%
CLSK vs TMF
-81.5%
+1.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +1.6% | -3.4% | +5.0% | +1.6% |
| 30D | -32.9% | +11.5% | -44.4% | -32.8% |
| 3M | -40.0% | -4.5% | -35.5% | -40.0% |
| 6M | -51.7% | -15.0% | -36.7% | -51.7% |
| YTD | -31.7% | -19.9% | -11.9% | -31.9% |
| 1Y | -50.8% | -26.6% | -24.2% | -51.0% |
| 3Y | +84.8% | -29.8% | +114.6% | +85.4% |
| 5Y | -67.8% | -88.2% | +20.4% | -73.8% |
| All | -80.2% | -81.5% | +1.3% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling