+79.2%
CIFR vs TEL
+113.4%
-34.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.5% |
| 7D | +16.9% | +3.0% | +14.0% | +13.3% |
| 30D | -5.2% | -3.9% | -1.3% | -0.9% |
| 3M | -30.6% | -5.1% | -25.5% | -27.6% |
| 6M | +10.6% | +0.6% | +10.0% | +7.1% |
| YTD | +20.2% | -7.3% | +27.5% | +28.2% |
| 1Y | +139.7% | +1.1% | +138.6% | +132.8% |
| 3Y | +489.4% | +63.7% | +425.7% | +244.2% |
| 5Y | +54.4% | +50.7% | +3.7% | -7.6% |
| All | +79.2% | +113.4% | -34.2% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling