-71.1%
CIFR vs TSEM
+79.9%
-151.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -8.7% | -11.2% | -14.3% |
| 7D | -26.7% | -23.1% | -3.6% | -12.5% |
| 30D | -58.0% | -40.4% | -17.6% | -41.6% |
| 3M | -68.1% | -37.9% | -30.2% | -57.4% |
| 6M | -63.7% | -30.8% | -32.9% | -55.5% |
| YTD | -56.0% | +26.7% | -82.7% | -60.3% |
| 1Y | -71.1% | +80.5% | -151.6% | -76.6% |
| All | -71.1% | +79.9% | -151.0% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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