+87.0%
CIFR vs TSN
+6.8%
+80.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.7% | +3.9% |
| 7D | +26.7% | -5.0% | +31.7% | +28.1% |
| 30D | +7.7% | -9.1% | +16.8% | +10.4% |
| 3M | -23.8% | -7.4% | -16.4% | -22.7% |
| 6M | +35.9% | -13.4% | +49.3% | +40.5% |
| YTD | +25.4% | -8.5% | +33.9% | +27.0% |
| 1Y | +139.8% | -3.2% | +143.0% | +137.3% |
| 3Y | +515.0% | +11.5% | +503.5% | +446.8% |
| 5Y | +52.1% | -19.5% | +71.6% | +67.2% |
| All | +87.0% | +6.8% | +80.2% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling