+505.7%
CIFR vs TEL
+65.7%
+440.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.5% |
| 7D | +11.3% | +1.2% | +10.1% | +10.1% |
| 30D | +3.5% | -4.1% | +7.6% | +8.6% |
| 3M | -26.6% | -2.6% | -24.1% | -25.7% |
| 6M | +18.1% | 0.0% | +18.1% | +13.4% |
| YTD | +14.5% | -9.1% | +23.6% | +24.3% |
| 1Y | +83.3% | -0.8% | +84.1% | +78.0% |
| All | +505.7% | +65.7% | +440.0% | +224.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling