+83.3%
CIFR vs TSEM
+233.1%
-149.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.5% | -7.2% | -7.8% |
| 7D | +11.3% | +4.7% | +6.6% | +8.0% |
| 30D | +3.5% | -14.2% | +17.7% | +14.1% |
| 3M | -26.6% | -5.0% | -21.6% | -26.6% |
| 6M | +18.1% | +87.6% | -69.5% | -20.5% |
| YTD | +14.5% | +84.4% | -69.9% | -21.6% |
| 1Y | +83.3% | +235.4% | -152.1% | -17.1% |
| All | +83.3% | +233.1% | -149.8% | -17.1% |
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