+87.0%
CIFR vs TT
+273.5%
-186.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.7% |
| 7D | +26.7% | +1.6% | +25.1% | +25.1% |
| 30D | +7.7% | -7.3% | +15.1% | +15.5% |
| 3M | -23.8% | -2.6% | -21.2% | -22.3% |
| 6M | +35.9% | +5.9% | +30.0% | +30.3% |
| YTD | +25.4% | +15.4% | +10.0% | +11.2% |
| 1Y | +139.8% | +8.2% | +131.5% | +125.1% |
| 3Y | +515.0% | +122.7% | +392.3% | +245.6% |
| 5Y | +52.1% | +145.0% | -92.9% | -29.0% |
| All | +87.0% | +273.5% | -186.6% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling