-60.8%
CLSK vs TFC
+80.6%
-141.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.7% |
| 7D | +7.7% | -2.4% | +10.1% | +9.3% |
| 30D | +12.2% | -3.4% | +15.6% | +14.4% |
| 3M | -15.5% | +0.4% | -15.9% | -16.7% |
| 6M | +39.3% | +12.7% | +26.7% | +27.2% |
| YTD | +35.1% | +5.6% | +29.5% | +28.0% |
| 1Y | +34.0% | +16.0% | +18.0% | +19.8% |
| 3Y | +226.3% | +94.0% | +132.3% | +128.8% |
| 5Y | +6.4% | +16.2% | -9.8% | -2.1% |
| All | -60.8% | +80.6% | -141.4% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling