+139.7%
CIFR vs TNA
+70.0%
+69.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.4% |
| 7D | +16.9% | -0.1% | +17.0% | +17.2% |
| 30D | -5.2% | -4.9% | -0.3% | 0.0% |
| 3M | -30.6% | +0.4% | -30.9% | -30.9% |
| 6M | +10.6% | +32.5% | -21.9% | -17.2% |
| YTD | +20.2% | +53.7% | -33.5% | -22.9% |
| 1Y | +139.7% | +65.1% | +74.6% | +71.7% |
| All | +139.7% | +70.0% | +69.7% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling