+555.0%
CIFR vs TLN
+589.3%
-34.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.9% | -6.8% | -7.4% |
| 7D | +11.3% | +5.8% | +5.5% | +7.4% |
| 30D | +3.5% | -6.9% | +10.3% | +9.4% |
| 3M | -26.6% | -10.9% | -15.7% | -18.9% |
| 6M | +18.1% | -4.6% | +22.7% | +23.9% |
| YTD | +14.5% | -14.7% | +29.2% | +26.2% |
| 1Y | +83.3% | -17.9% | +101.2% | +112.5% |
| 3Y | +461.5% | +483.9% | -22.4% | +162.0% |
| All | +555.0% | +589.3% | -34.3% | +200.7% |
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