+213.8%
CIFR vs TSLL
-54.2%
+268.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.9% | -6.9% | -0.1% |
| 7D | -0.7% | -14.3% | +13.6% | +5.6% |
| 30D | -49.6% | -6.2% | -43.5% | -48.2% |
| 3M | -60.4% | +21.2% | -81.6% | -63.6% |
| 6M | -66.9% | -36.6% | -30.3% | -62.7% |
| YTD | -53.9% | -47.8% | -6.1% | -45.2% |
| 1Y | -67.1% | -45.2% | -21.9% | -61.9% |
| 3Y | +118.3% | -3.3% | +121.5% | +51.5% |
| All | +213.8% | -54.2% | +268.0% | +216.6% |
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