+83.3%
CIFR vs TSN
-3.8%
+87.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.0% | -7.7% | -8.7% |
| 7D | +11.3% | -7.3% | +18.6% | +10.9% |
| 30D | +3.5% | -8.6% | +12.1% | +3.2% |
| 3M | -26.6% | -7.5% | -19.1% | -27.1% |
| 6M | +18.1% | -14.1% | +32.2% | +19.5% |
| YTD | +14.5% | -9.4% | +23.9% | +15.9% |
| 1Y | +83.3% | -4.1% | +87.4% | +83.5% |
| All | +83.3% | -3.8% | +87.1% | +83.5% |
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 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