+471.3%
CIFR vs TDG
+50.3%
+421.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.8% | -5.8% |
| 7D | -8.2% | -2.7% | -5.6% | -6.5% |
| 30D | -7.4% | -9.3% | +1.9% | -1.4% |
| 3M | -24.2% | -7.1% | -17.1% | -20.9% |
| 6M | +14.2% | -11.2% | +25.3% | +23.0% |
| YTD | +8.0% | -15.3% | +23.3% | +18.4% |
| 1Y | +55.5% | -12.5% | +68.0% | +65.6% |
| All | +471.3% | +50.3% | +421.0% | +448.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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