-34.0%
CIFR vs TMF
-90.7%
+56.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -3.8% |
| 7D | -19.6% | -1.1% | -18.5% | -19.6% |
| 30D | -51.7% | +11.8% | -63.5% | -52.3% |
| 3M | -60.0% | -4.0% | -56.0% | -60.0% |
| 6M | -68.2% | -16.5% | -51.7% | -67.7% |
| YTD | -55.8% | -19.9% | -35.9% | -54.9% |
| 1Y | -66.8% | -25.6% | -41.2% | -65.9% |
| 3Y | +119.1% | -29.9% | +149.0% | +121.8% |
| 5Y | -25.3% | -88.2% | +63.0% | -30.7% |
| All | -34.0% | -90.7% | +56.7% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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