-34.0%
CIFR vs TFC
+57.3%
-91.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -19.6% | +1.7% | -21.3% | -20.7% |
| 30D | -51.7% | +9.0% | -60.7% | -54.7% |
| 3M | -60.0% | -2.1% | -57.9% | -60.0% |
| 6M | -68.2% | +3.4% | -71.6% | -69.9% |
| YTD | -55.8% | +5.3% | -61.0% | -58.7% |
| 1Y | -66.8% | +16.2% | -82.9% | -71.1% |
| 3Y | +119.1% | +94.8% | +24.3% | +60.3% |
| 5Y | -25.3% | -0.7% | -24.6% | -32.5% |
| All | -34.0% | +57.3% | -91.4% | -41.2% |
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