+79.2%
CIFR vs TMF
-90.3%
+169.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +2.1% |
| 7D | +16.9% | -1.4% | +18.4% | +17.1% |
| 30D | -5.2% | -2.8% | -2.4% | -5.0% |
| 3M | -30.6% | -10.9% | -19.7% | -29.8% |
| 6M | +10.6% | -21.3% | +31.9% | +13.0% |
| YTD | +20.2% | -15.9% | +36.1% | +22.1% |
| 1Y | +139.7% | -15.7% | +155.5% | +143.1% |
| 3Y | +489.4% | -43.4% | +532.7% | +509.1% |
| 5Y | +54.4% | -87.8% | +142.2% | +44.4% |
| All | +79.2% | -90.3% | +169.4% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling