+139.7%
CIFR vs TTD
-73.2%
+212.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +2.2% |
| 7D | +16.9% | +6.3% | +10.6% | +17.0% |
| 30D | -5.2% | -23.9% | +18.7% | -4.8% |
| 3M | -30.6% | -31.4% | +0.8% | -29.2% |
| 6M | +10.6% | -42.7% | +53.3% | +15.3% |
| YTD | +20.2% | -62.0% | +82.2% | +41.4% |
| 1Y | +139.7% | -72.2% | +211.9% | +196.9% |
| All | +139.7% | -73.2% | +212.9% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling