+26.9%
CIFR vs TMO
+7.9%
+19.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.0% |
| 7D | -5.0% | -0.6% | -4.4% | -4.7% |
| 30D | -5.7% | +1.1% | -6.8% | -6.3% |
| 3M | -25.5% | +28.3% | -53.9% | -36.9% |
| 6M | +19.4% | +23.3% | -3.8% | +3.1% |
| YTD | +14.2% | +5.5% | +8.7% | +9.7% |
| 1Y | +69.0% | +24.5% | +44.5% | +43.4% |
| 3Y | +503.9% | +19.6% | +484.4% | +409.9% |
| All | +26.9% | +7.9% | +19.0% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling