+51.0%
CIFR vs TFC
+16.2%
+34.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | +16.9% | +2.4% | +14.5% | +14.9% |
| 30D | -5.2% | -1.3% | -3.9% | -4.2% |
| 3M | -30.6% | +6.1% | -36.6% | -35.2% |
| 6M | +10.6% | +7.3% | +3.3% | +2.8% |
| YTD | +20.2% | +8.2% | +12.0% | +9.6% |
| 1Y | +139.7% | +14.4% | +125.3% | +107.2% |
| 3Y | +489.4% | +93.7% | +395.7% | +299.0% |
| All | +51.0% | +16.2% | +34.8% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling