-30.7%
CIFR vs TCOM
+44.9%
-75.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -4.9% | -4.3% |
| 7D | +4.8% | -1.8% | +6.6% | +5.3% |
| 30D | -31.0% | +12.1% | -43.1% | -33.9% |
| 3M | -58.7% | -3.2% | -55.5% | -58.7% |
| 6M | -67.7% | -16.6% | -51.1% | -66.3% |
| YTD | -53.5% | -39.4% | -14.1% | -46.5% |
| 1Y | -54.1% | -41.5% | -12.5% | -46.6% |
| 3Y | +138.2% | +24.4% | +113.8% | +109.9% |
| 5Y | -18.5% | +41.6% | -60.1% | -38.0% |
| All | -30.7% | +44.9% | -75.6% | -46.9% |
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