+165.9%
CIFR vs TLN
+710.8%
-544.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -2.1% |
| 7D | +4.8% | +11.0% | -6.2% | -2.7% |
| 30D | -31.0% | +4.9% | -35.9% | -31.7% |
| 3M | -58.7% | +4.9% | -63.6% | -59.2% |
| 6M | -67.7% | +7.1% | -74.8% | -67.9% |
| YTD | -53.5% | +0.3% | -53.8% | -53.5% |
| 1Y | -54.1% | +5.9% | -60.0% | -55.4% |
| 3Y | +138.2% | +578.5% | -440.3% | +0.8% |
| All | +165.9% | +710.8% | -544.9% | +10.9% |
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