+164.0%
CIFR vs TLN
+683.0%
-519.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.2% | -3.2% | -1.1% |
| 7D | -0.7% | +9.1% | -9.8% | -4.6% |
| 30D | -49.6% | -4.1% | -45.6% | -46.9% |
| 3M | -60.4% | +4.4% | -64.8% | -60.7% |
| 6M | -66.9% | -6.0% | -60.8% | -64.4% |
| YTD | -53.9% | -3.1% | -50.7% | -52.7% |
| 1Y | -67.1% | -6.1% | -61.0% | -65.5% |
| 3Y | +118.3% | +575.3% | -457.1% | -7.2% |
| All | +164.0% | +683.0% | -519.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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