+515.0%
CIFR vs TSEM
+668.6%
-153.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.5% | +5.2% |
| 7D | +26.7% | +10.4% | +16.3% | +17.2% |
| 30D | +7.7% | -12.9% | +20.7% | +19.7% |
| 3M | -23.8% | -9.2% | -14.6% | -22.0% |
| 6M | +35.9% | +98.8% | -62.9% | -30.8% |
| YTD | +25.4% | +87.2% | -61.8% | -34.4% |
| 1Y | +139.8% | +239.0% | -99.2% | -32.0% |
| 3Y | +515.0% | +679.5% | -164.6% | -24.5% |
| All | +515.0% | +668.6% | -153.7% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling