+138.2%
CIFR vs TSN
+41.9%
+96.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.3% | -4.2% |
| 7D | +4.8% | -1.4% | +6.3% | +4.6% |
| 30D | -31.0% | +8.5% | -39.5% | -30.3% |
| 3M | -58.7% | +5.3% | -64.0% | -58.3% |
| 6M | -67.7% | -10.5% | -57.2% | -66.9% |
| YTD | -53.5% | +3.0% | -56.5% | -52.7% |
| 1Y | -54.1% | +12.1% | -66.2% | -53.4% |
| 3Y | +138.2% | +43.1% | +95.1% | +123.1% |
| All | +138.2% | +41.9% | +96.3% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling