+328.8%
CIFR vs TSLQ
-97.8%
+426.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.7% | -7.8% | -2.5% |
| 7D | +4.8% | -16.8% | +21.7% | -2.4% |
| 30D | -31.0% | -18.0% | -13.0% | -33.3% |
| 3M | -58.7% | -34.5% | -24.2% | -62.4% |
| 6M | -67.7% | -8.9% | -58.8% | -63.3% |
| YTD | -53.5% | -19.0% | -34.5% | -46.3% |
| 1Y | -54.1% | -38.2% | -15.8% | -51.8% |
| 3Y | +138.2% | -96.9% | +235.1% | +57.7% |
| All | +328.8% | -97.8% | +426.5% | +247.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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