+79.2%
CIFR vs TT
+275.1%
-195.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.4% |
| 7D | +16.9% | 0.0% | +16.9% | +17.1% |
| 30D | -5.2% | -7.2% | +2.0% | +1.5% |
| 3M | -30.6% | -3.0% | -27.6% | -28.8% |
| 6M | +10.6% | +1.4% | +9.2% | +10.4% |
| YTD | +20.2% | +15.9% | +4.3% | +6.2% |
| 1Y | +139.7% | +9.4% | +130.3% | +123.0% |
| 3Y | +489.4% | +124.4% | +365.0% | +228.9% |
| 5Y | +54.4% | +138.0% | -83.6% | -28.1% |
| All | +79.2% | +275.1% | -195.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded TT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling