-71.1%
CIFR vs TSN
+19.9%
-91.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +5.4% | -25.3% | -18.8% |
| 7D | -26.7% | +8.4% | -35.2% | -25.5% |
| 30D | -58.0% | +16.1% | -74.1% | -57.4% |
| 3M | -68.1% | +3.2% | -71.3% | -67.3% |
| 6M | -63.7% | -11.1% | -52.5% | -59.6% |
| YTD | -56.0% | +5.1% | -61.0% | -56.6% |
| 1Y | -71.1% | +19.4% | -90.5% | -77.0% |
| All | -71.1% | +19.9% | -91.0% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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