+368.8%
CIFR vs TPG
+71.4%
+297.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.0% | -1.6% | -2.1% |
| 7D | -8.2% | -11.8% | +3.6% | +2.4% |
| 30D | -7.4% | -6.3% | -1.1% | -3.9% |
| 3M | -24.2% | +13.6% | -37.7% | -35.2% |
| 6M | +14.2% | +13.8% | +0.3% | -3.5% |
| YTD | +8.0% | -23.7% | +31.7% | +30.8% |
| 1Y | +55.5% | -18.2% | +73.7% | +73.5% |
| 3Y | +429.6% | +80.1% | +349.4% | +242.4% |
| All | +368.8% | +71.4% | +297.5% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling