+87.0%
CIFR vs TFC
+58.2%
+28.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.5% | +5.7% |
| 7D | +26.7% | +2.2% | +24.4% | +24.9% |
| 30D | +7.7% | -2.5% | +10.2% | +9.4% |
| 3M | -23.8% | +4.5% | -28.3% | -27.4% |
| 6M | +35.9% | +11.0% | +24.9% | +24.6% |
| YTD | +25.4% | +5.9% | +19.5% | +17.9% |
| 1Y | +139.8% | +14.6% | +125.2% | +112.4% |
| 3Y | +515.0% | +96.7% | +418.2% | +353.1% |
| 5Y | +52.1% | +15.6% | +36.5% | +38.1% |
| All | +87.0% | +58.2% | +28.7% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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