-67.7%
CIFR vs TCOM
-16.0%
-51.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -4.9% | -3.7% |
| 7D | +4.8% | -1.8% | +6.6% | +4.1% |
| 30D | -31.0% | +12.1% | -43.1% | -27.8% |
| 3M | -58.7% | -3.2% | -55.5% | -58.2% |
| 6M | -67.7% | -16.6% | -51.1% | -68.4% |
| All | -67.7% | -16.0% | -51.7% | -68.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling