+201.6%
CIFR vs TSLL
-58.7%
+260.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +8.6% | +9.3% | +14.6% |
| 7D | -10.2% | -21.2% | +11.0% | -1.3% |
| 30D | -55.0% | -13.3% | -41.7% | -52.3% |
| 3M | -64.1% | +15.4% | -79.4% | -66.4% |
| 6M | -70.1% | -34.2% | -35.9% | -66.9% |
| YTD | -55.7% | -52.9% | -2.8% | -45.1% |
| 1Y | -69.9% | -54.3% | -15.5% | -62.6% |
| 3Y | +68.7% | -18.4% | +87.1% | +26.2% |
| All | +201.6% | -58.7% | +260.3% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling