+70.7%
CIFR vs TSN
+5.7%
+65.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.0% | -7.7% | -8.4% |
| 7D | +11.3% | -7.3% | +18.6% | +13.4% |
| 30D | +3.5% | -8.6% | +12.1% | +5.9% |
| 3M | -26.6% | -7.5% | -19.1% | -25.6% |
| 6M | +18.1% | -14.1% | +32.2% | +22.4% |
| YTD | +14.5% | -9.4% | +23.9% | +16.3% |
| 1Y | +83.3% | -4.1% | +87.4% | +82.0% |
| 3Y | +461.5% | +10.3% | +451.1% | +400.8% |
| 5Y | +29.3% | -19.7% | +49.0% | +42.6% |
| All | +70.7% | +5.7% | +65.0% | +86.4% |
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