-13.0%
CIFR vs TSEM
+335.9%
-348.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +7.6% | +1.2% | +3.5% |
| 7D | +9.4% | +6.8% | +2.6% | +5.1% |
| 30D | -45.3% | -26.6% | -18.7% | -31.4% |
| 3M | -58.7% | -36.3% | -22.3% | -43.3% |
| 6M | -64.9% | -30.6% | -34.4% | -56.9% |
| YTD | -51.8% | +35.3% | -87.1% | -63.9% |
| 1Y | -61.9% | +59.2% | -121.1% | -74.8% |
| 3Y | +138.6% | +547.7% | -409.1% | -35.0% |
| 5Y | -13.0% | +337.5% | -350.5% | -70.5% |
| All | -13.0% | +335.9% | -348.8% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling