+70.2%
CIFR vs TNA
+77.3%
-7.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.0% |
| 7D | -5.0% | -7.3% | +2.3% | 0.0% |
| 30D | -5.7% | -14.2% | +8.5% | +4.7% |
| 3M | -25.5% | -4.6% | -21.0% | -22.7% |
| 6M | +19.4% | +36.9% | -17.5% | +0.1% |
| YTD | +14.2% | +42.5% | -28.4% | -5.5% |
| 1Y | +69.0% | +45.8% | +23.2% | +40.5% |
| 3Y | +503.9% | +104.7% | +399.3% | +341.1% |
| 5Y | +27.7% | -21.7% | +49.3% | +16.5% |
| All | +70.2% | +77.3% | -7.1% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling