+503.9%
CIFR vs TPG
+81.8%
+422.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +4.1% |
| 7D | -5.0% | -9.4% | +4.4% | +4.8% |
| 30D | -5.7% | -5.3% | -0.5% | -2.8% |
| 3M | -25.5% | +12.9% | -38.5% | -37.8% |
| 6M | +19.4% | +20.1% | -0.7% | -7.8% |
| YTD | +14.2% | -22.5% | +36.7% | +42.1% |
| 1Y | +69.0% | -19.7% | +88.7% | +97.8% |
| 3Y | +503.9% | +81.2% | +422.7% | +243.2% |
| All | +503.9% | +81.8% | +422.1% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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