+87.0%
CIFR vs TDG
+181.2%
-94.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +5.1% |
| 7D | +26.7% | -0.9% | +27.6% | +27.2% |
| 30D | +7.7% | -6.5% | +14.3% | +11.0% |
| 3M | -23.8% | -5.1% | -18.7% | -22.2% |
| 6M | +35.9% | -11.5% | +47.4% | +43.9% |
| YTD | +25.4% | -13.9% | +39.3% | +33.6% |
| 1Y | +139.8% | -11.5% | +151.2% | +151.3% |
| 3Y | +515.0% | +53.7% | +461.3% | +432.3% |
| 5Y | +52.1% | +135.5% | -83.4% | +13.9% |
| All | +87.0% | +181.2% | -94.2% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling