+55.5%
CIFR vs TSLQ
-49.1%
+104.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.4% | -8.0% | -4.7% |
| 7D | -8.2% | +5.7% | -13.9% | -5.8% |
| 30D | -7.4% | -21.1% | +13.7% | -14.6% |
| 3M | -24.2% | -11.5% | -12.7% | -23.1% |
| 6M | +14.2% | -14.9% | +29.1% | +23.2% |
| YTD | +8.0% | +2.4% | +5.6% | +31.8% |
| 1Y | +55.5% | -49.8% | +105.3% | +68.6% |
| All | +55.5% | -49.1% | +104.6% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling