+138.2%
CIFR vs TD
+132.8%
+5.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.0% |
| 7D | +4.8% | +1.1% | +3.7% | +3.2% |
| 30D | -31.0% | +5.2% | -36.2% | -36.6% |
| 3M | -58.7% | +1.2% | -60.0% | -59.6% |
| 6M | -67.7% | +17.7% | -85.5% | -74.7% |
| YTD | -53.5% | +34.2% | -87.8% | -69.7% |
| 1Y | -54.1% | +55.4% | -109.5% | -75.7% |
| 3Y | +138.2% | +130.4% | +7.8% | -24.1% |
| All | +138.2% | +132.8% | +5.3% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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