+395.6%
CIFR vs TPG
+74.1%
+321.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +4.3% |
| 7D | -5.0% | -9.4% | +4.4% | +3.6% |
| 30D | -5.7% | -5.3% | -0.5% | -3.0% |
| 3M | -25.5% | +12.9% | -38.5% | -36.0% |
| 6M | +19.4% | +20.1% | -0.7% | -3.7% |
| YTD | +14.2% | -22.5% | +36.7% | +36.4% |
| 1Y | +69.0% | -19.7% | +88.7% | +93.0% |
| 3Y | +503.9% | +81.2% | +422.7% | +288.4% |
| All | +395.6% | +74.1% | +321.5% | +215.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling