+563.4%
CIFR vs TCOM
+12.1%
+551.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.8% |
| 7D | +26.7% | -7.6% | +34.3% | +29.6% |
| 30D | +7.7% | -12.2% | +20.0% | +12.0% |
| 3M | -23.8% | -14.2% | -9.6% | -20.8% |
| 6M | +35.9% | -25.0% | +60.9% | +48.4% |
| YTD | +25.4% | -43.7% | +69.1% | +50.8% |
| 1Y | +139.8% | -44.5% | +184.3% | +189.4% |
| All | +563.4% | +12.1% | +551.3% | +568.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling