-27.8%
CIFR vs TSN
+21.0%
-48.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +28.8% | -1.4% | +30.2% | +29.2% |
| 30D | -36.9% | +10.2% | -47.1% | -38.9% |
| 3M | -60.0% | +7.2% | -67.2% | -61.1% |
| 6M | -64.4% | -10.6% | -53.8% | -63.3% |
| YTD | -51.6% | +3.7% | -55.3% | -52.9% |
| 1Y | -58.9% | +13.5% | -72.3% | -61.2% |
| 3Y | +139.9% | +40.1% | +99.8% | +94.4% |
| 5Y | -15.1% | -14.5% | -0.6% | -10.5% |
| All | -27.8% | +21.0% | -48.8% | -24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling