-28.2%
CIFR vs TTD
-74.4%
+46.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.6% | +5.3% | +7.4% |
| 7D | +9.4% | +20.8% | -11.4% | +1.3% |
| 30D | -45.3% | +33.8% | -79.1% | -51.7% |
| 3M | -58.7% | +17.8% | -76.5% | -62.1% |
| 6M | -64.9% | -25.7% | -39.2% | -62.8% |
| YTD | -51.8% | -57.9% | +6.1% | -36.2% |
| 1Y | -61.9% | -63.8% | +1.9% | -46.1% |
| 3Y | +138.6% | -75.0% | +213.6% | +248.2% |
| 5Y | -13.0% | -82.5% | +69.6% | +26.8% |
| All | -28.2% | -74.4% | +46.2% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling