-80.9%
CLSK vs TMF
-82.5%
+1.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.8% |
| 7D | +8.0% | -9.3% | +17.2% | +7.8% |
| 30D | -27.9% | +1.9% | -29.8% | -27.9% |
| 3M | -42.3% | -11.2% | -31.0% | -42.3% |
| 6M | -50.0% | -17.7% | -32.3% | -50.1% |
| YTD | -34.3% | -24.5% | -9.8% | -34.5% |
| 1Y | -44.5% | -29.4% | -15.1% | -44.8% |
| 3Y | +74.5% | -33.4% | +108.0% | +75.0% |
| 5Y | -69.0% | -88.7% | +19.8% | -74.7% |
| All | -80.9% | -82.5% | +1.6% | -80.3% |
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