-15.1%
CIFR vs TMF
-88.7%
+73.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.0% |
| 7D | +28.8% | -8.2% | +37.0% | +30.0% |
| 30D | -36.9% | +5.3% | -42.3% | -37.6% |
| 3M | -60.0% | -8.5% | -51.5% | -59.7% |
| 6M | -64.4% | -17.2% | -47.2% | -63.6% |
| YTD | -51.6% | -23.4% | -28.2% | -50.1% |
| 1Y | -58.9% | -30.2% | -28.6% | -57.2% |
| 3Y | +139.9% | -32.9% | +172.9% | +144.0% |
| 5Y | -15.1% | -88.5% | +73.5% | -27.0% |
| All | -15.1% | -88.7% | +73.6% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling