+29.3%
CIFR vs TCOM
+25.9%
+3.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.2% | -5.5% | -7.5% |
| 7D | +11.3% | -10.2% | +21.5% | +15.4% |
| 30D | +3.5% | -16.8% | +20.3% | +10.2% |
| 3M | -26.6% | -16.7% | -9.9% | -22.7% |
| 6M | +18.1% | -27.1% | +45.2% | +30.9% |
| YTD | +14.5% | -45.5% | +60.0% | +40.2% |
| 1Y | +83.3% | -45.9% | +129.2% | +124.6% |
| 3Y | +461.5% | +9.8% | +451.7% | +404.7% |
| 5Y | +29.3% | +23.8% | +5.5% | -7.7% |
| All | +29.3% | +25.9% | +3.4% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling