+485.5%
CIFR vs TLN
+476.4%
+9.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.6% | -0.4% |
| 7D | +16.9% | +7.1% | +9.9% | +11.8% |
| 30D | -5.2% | -3.9% | -1.3% | -2.1% |
| 3M | -30.6% | -16.2% | -14.4% | -20.2% |
| 6M | +10.6% | -5.8% | +16.4% | +17.1% |
| YTD | +20.2% | -15.4% | +35.6% | +33.0% |
| 1Y | +139.7% | -16.7% | +156.4% | +175.9% |
| All | +485.5% | +476.4% | +9.1% | +191.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling