-71.1%
CIFR vs TCOM
-39.6%
-31.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.2% | -23.1% | -19.8% |
| 7D | -26.7% | +10.7% | -37.4% | -26.6% |
| 30D | -58.0% | +10.1% | -68.1% | -58.0% |
| 3M | -68.1% | -8.9% | -59.2% | -67.7% |
| 6M | -63.7% | -19.2% | -44.5% | -62.4% |
| YTD | -56.0% | -40.6% | -15.3% | -53.3% |
| 1Y | -71.1% | -39.0% | -32.1% | -69.2% |
| All | -71.1% | -39.6% | -31.5% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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