+471.3%
CIFR vs TMO
+18.2%
+453.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.5% |
| 7D | -8.2% | -2.5% | -5.8% | -7.1% |
| 30D | -7.4% | -0.3% | -7.1% | -7.2% |
| 3M | -24.2% | +25.3% | -49.4% | -33.4% |
| 6M | +14.2% | +20.9% | -6.7% | +2.0% |
| YTD | +8.0% | +4.3% | +3.7% | +5.7% |
| 1Y | +55.5% | +27.0% | +28.5% | +33.3% |
| All | +471.3% | +18.2% | +453.2% | +376.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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