+148.3%
CIFR vs TMF
-31.3%
+179.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +0.6% |
| 7D | +28.8% | -8.2% | +37.0% | +28.9% |
| 30D | -36.9% | +5.3% | -42.3% | -37.3% |
| 3M | -60.0% | -8.5% | -51.5% | -59.9% |
| 6M | -64.4% | -17.2% | -47.2% | -64.0% |
| YTD | -51.6% | -23.4% | -28.2% | -51.0% |
| 1Y | -58.9% | -30.2% | -28.6% | -58.5% |
| All | +148.3% | -31.3% | +179.6% | +189.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling