+505.7%
CIFR vs TSLQ
-95.6%
+601.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.9% | -8.6% |
| 7D | +11.3% | -8.0% | +19.3% | +8.9% |
| 30D | +3.5% | -23.8% | +27.3% | -5.3% |
| 3M | -26.6% | -7.0% | -19.6% | -23.6% |
| 6M | +18.1% | -17.1% | +35.2% | +24.6% |
| YTD | +14.5% | +0.1% | +14.4% | +34.2% |
| 1Y | +83.3% | -51.2% | +134.5% | +78.9% |
| All | +505.7% | -95.6% | +601.4% | +564.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling