+70.2%
CIFR vs TCOM
+29.7%
+40.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.4% |
| 7D | -5.0% | -4.9% | -0.1% | -3.4% |
| 30D | -5.7% | -14.4% | +8.7% | -1.1% |
| 3M | -25.5% | -17.7% | -7.9% | -21.5% |
| 6M | +19.4% | -25.1% | +44.5% | +29.8% |
| YTD | +14.2% | -45.7% | +59.9% | +37.0% |
| 1Y | +69.0% | -47.9% | +116.9% | +105.4% |
| 3Y | +503.9% | +8.9% | +495.0% | +458.8% |
| 5Y | +27.7% | +26.9% | +0.8% | +1.0% |
| All | +70.2% | +29.7% | +40.5% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling