+39.8%
CLSK vs TFC
+15.4%
+24.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +8.8% | +2.4% | +6.4% | +7.7% |
| 30D | -6.0% | -1.3% | -4.7% | -5.4% |
| 3M | -24.4% | +6.1% | -30.4% | -27.9% |
| 6M | +19.0% | +7.3% | +11.7% | +11.8% |
| YTD | +25.4% | +8.2% | +17.2% | +14.1% |
| 1Y | +39.8% | +14.4% | +25.3% | +24.1% |
| All | +39.8% | +15.4% | +24.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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