-28.2%
CIFR vs TSN
+22.3%
-50.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.7% | +9.6% | +9.0% |
| 7D | +9.4% | -0.3% | +9.7% | +9.4% |
| 30D | -45.3% | +11.8% | -57.1% | -47.2% |
| 3M | -58.7% | +7.1% | -65.8% | -59.8% |
| 6M | -64.9% | -9.2% | -55.8% | -64.1% |
| YTD | -51.8% | +4.8% | -56.6% | -53.2% |
| 1Y | -61.9% | +11.6% | -73.6% | -63.9% |
| 3Y | +138.6% | +41.5% | +97.1% | +92.8% |
| 5Y | -13.0% | -15.5% | +2.6% | -8.3% |
| All | -28.2% | +22.3% | -50.4% | -25.1% |
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