+138.2%
CIFR vs TSLL
-1.1%
+139.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.3% | -2.7% |
| 7D | +4.8% | +17.8% | -13.0% | -1.3% |
| 30D | -31.0% | +8.2% | -39.2% | -32.7% |
| 3M | -58.7% | +20.9% | -79.6% | -61.6% |
| 6M | -67.7% | -37.5% | -30.2% | -63.6% |
| YTD | -53.5% | -44.5% | -9.0% | -46.4% |
| 1Y | -54.1% | -33.0% | -21.1% | -50.7% |
| 3Y | +138.2% | -6.4% | +144.6% | +157.4% |
| All | +138.2% | -1.1% | +139.3% | +157.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling