+717.5%
CIFR vs TSLL
-57.4%
+774.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -11.8% | +14.0% | +6.5% |
| 7D | +16.9% | +1.9% | +15.0% | +15.7% |
| 30D | -5.2% | +17.8% | -22.9% | -12.4% |
| 3M | -30.6% | -37.0% | +6.4% | -21.7% |
| 6M | +10.6% | -37.7% | +48.3% | +23.1% |
| YTD | +20.2% | -51.4% | +71.6% | +46.2% |
| 1Y | +139.7% | -23.4% | +163.1% | +141.6% |
| 3Y | +489.4% | -30.8% | +520.1% | +363.5% |
| All | +717.5% | -57.4% | +774.9% | +744.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling