-61.4%
CLSK vs TFC
+81.1%
-142.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.4% | +7.6% |
| 7D | +21.9% | +2.2% | +19.6% | +20.1% |
| 30D | +9.6% | -2.5% | +12.1% | +11.1% |
| 3M | -18.4% | +4.5% | -23.0% | -21.6% |
| 6M | +46.4% | +11.0% | +35.4% | +34.9% |
| YTD | +33.2% | +5.9% | +27.3% | +26.0% |
| 1Y | +47.0% | +14.6% | +32.4% | +32.4% |
| 3Y | +206.4% | +96.7% | +109.6% | +113.1% |
| 5Y | +5.4% | +15.6% | -10.2% | -2.9% |
| All | -61.4% | +81.1% | -142.5% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling