+26.9%
CIFR vs TDG
+126.1%
-99.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.0% |
| 7D | -5.0% | -1.9% | -3.1% | -3.9% |
| 30D | -5.7% | -7.7% | +2.0% | -1.4% |
| 3M | -25.5% | -9.3% | -16.2% | -21.5% |
| 6M | +19.4% | -9.4% | +28.8% | +26.3% |
| YTD | +14.2% | -14.3% | +28.4% | +23.6% |
| 1Y | +69.0% | -11.8% | +80.8% | +79.1% |
| 3Y | +503.9% | +52.0% | +452.0% | +389.8% |
| All | +26.9% | +126.1% | -99.2% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling