-67.7%
CIFR vs TSEM
-42.2%
-25.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.9% | +2.9% | +1.3% |
| 7D | +4.8% | +7.0% | -2.1% | -0.9% |
| 30D | -31.0% | -29.8% | -1.2% | -9.9% |
| 3M | -58.7% | -41.9% | -16.8% | -38.8% |
| 6M | -67.7% | -45.8% | -22.0% | -53.7% |
| All | -67.7% | -42.2% | -25.5% | -53.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling