-33.9%
CIFR vs TMF
-90.3%
+56.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.2% | +18.1% | +17.9% |
| 7D | -10.2% | +1.2% | -11.4% | -10.4% |
| 30D | -55.0% | +19.7% | -74.8% | -55.9% |
| 3M | -64.1% | -2.1% | -62.0% | -64.1% |
| 6M | -70.1% | -13.4% | -56.7% | -69.8% |
| YTD | -55.7% | -16.7% | -38.9% | -55.0% |
| 1Y | -69.9% | -23.3% | -46.5% | -69.2% |
| 3Y | +68.7% | -24.8% | +93.5% | +69.7% |
| 5Y | -26.2% | -88.0% | +61.8% | -31.9% |
| All | -33.9% | -90.3% | +56.5% | -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 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