-58.9%
CIFR vs TSEM
+53.4%
-112.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | +28.8% | +20.5% | +8.3% | +13.3% |
| 30D | -36.9% | -29.0% | -8.0% | -19.8% |
| 3M | -60.0% | -39.4% | -20.6% | -44.1% |
| 6M | -64.4% | -28.5% | -35.8% | -57.2% |
| YTD | -51.6% | +34.4% | -86.0% | -62.3% |
| 1Y | -58.9% | +48.3% | -107.2% | -69.7% |
| All | -58.9% | +53.4% | -112.3% | -69.7% |
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