+68.7%
CIFR vs TFC
+82.8%
-14.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.9% | +18.9% | +19.0% |
| 7D | -10.2% | +1.2% | -11.4% | -12.8% |
| 30D | -55.0% | +8.3% | -63.4% | -60.1% |
| 3M | -64.1% | -5.2% | -58.9% | -62.7% |
| 6M | -70.1% | -0.8% | -69.3% | -72.0% |
| YTD | -55.7% | +3.4% | -59.1% | -61.8% |
| 1Y | -69.9% | +17.0% | -86.9% | -78.8% |
| 3Y | +68.7% | +86.2% | -17.5% | -35.6% |
| All | +68.7% | +82.8% | -14.1% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling