-30.7%
CIFR vs TEL
+121.3%
-152.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.3% |
| 7D | +4.8% | +4.5% | +0.3% | -0.2% |
| 30D | -31.0% | +2.9% | -33.9% | -32.5% |
| 3M | -58.7% | +1.1% | -59.9% | -58.6% |
| 6M | -67.7% | +5.0% | -72.7% | -69.4% |
| YTD | -53.5% | -3.9% | -49.6% | -51.7% |
| 1Y | -54.1% | -7.4% | -46.6% | -50.5% |
| 3Y | +138.2% | +81.0% | +57.2% | +26.7% |
| 5Y | -18.5% | +42.3% | -60.8% | -50.9% |
| All | -30.7% | +121.3% | -152.0% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling