+20.8%
CIFR vs TSN
-18.6%
+39.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.4% | -7.1% | -6.2% |
| 7D | -8.2% | +1.4% | -9.6% | -8.6% |
| 30D | -7.4% | -6.2% | -1.2% | -5.7% |
| 3M | -24.2% | -5.7% | -18.5% | -23.5% |
| 6M | +14.2% | -11.4% | +25.5% | +17.6% |
| YTD | +8.0% | -8.2% | +16.2% | +9.4% |
| 1Y | +55.5% | -2.0% | +57.5% | +52.5% |
| 3Y | +429.6% | +11.9% | +417.7% | +349.5% |
| 5Y | +20.8% | -17.8% | +38.5% | +10.0% |
| All | +20.8% | -18.6% | +39.4% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling