+139.8%
CIFR vs TFC
+13.2%
+126.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.5% | +4.8% |
| 7D | +26.7% | +2.2% | +24.4% | +26.1% |
| 30D | +7.7% | -2.5% | +10.2% | +8.3% |
| 3M | -23.8% | +4.5% | -28.3% | -26.7% |
| 6M | +35.9% | +11.0% | +24.9% | +26.5% |
| YTD | +25.4% | +5.9% | +19.5% | +16.2% |
| 1Y | +139.8% | +14.6% | +125.2% | +82.1% |
| All | +139.8% | +13.2% | +126.5% | +82.1% |
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