-0.4%
CLSK vs TFC
+14.0%
-14.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -4.0% |
| 7D | +1.7% | -2.5% | +4.2% | +4.1% |
| 30D | +11.1% | -2.8% | +13.9% | +13.8% |
| 3M | -14.1% | +2.1% | -16.2% | -17.6% |
| 6M | +32.9% | +10.1% | +22.8% | +16.9% |
| YTD | +26.5% | +5.4% | +21.0% | +15.2% |
| 1Y | +27.6% | +16.3% | +11.3% | +5.0% |
| 3Y | +190.9% | +95.9% | +95.0% | +53.3% |
| 5Y | -0.4% | +16.0% | -16.4% | -12.0% |
| All | -0.4% | +14.0% | -14.4% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling