-54.1%
CIFR vs TFC
+15.7%
-69.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.0% |
| 7D | +4.8% | +2.3% | +2.6% | +4.9% |
| 30D | -31.0% | +10.8% | -41.8% | -31.7% |
| 3M | -58.7% | -3.8% | -55.0% | -58.3% |
| 6M | -67.7% | +9.6% | -77.3% | -70.0% |
| YTD | -53.5% | +5.8% | -59.3% | -58.0% |
| 1Y | -54.1% | +16.2% | -70.2% | -56.4% |
| All | -54.1% | +15.7% | -69.8% | -56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling