-64.1%
CIFR vs TMF
-3.0%
-61.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.2% | +18.1% | +17.8% |
| 7D | -10.2% | +1.2% | -11.4% | -8.7% |
| 30D | -55.0% | +19.7% | -74.8% | -54.0% |
| 3M | -64.1% | -2.1% | -62.0% | -61.4% |
| All | -64.1% | -3.0% | -61.0% | -61.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling