-31.2%
CIFR vs TTD
-76.1%
+44.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +15.5% | -11.4% | -2.2% |
| 7D | -0.7% | +19.0% | -19.7% | -7.7% |
| 30D | -49.6% | +23.6% | -73.2% | -54.0% |
| 3M | -60.4% | +8.2% | -68.5% | -62.3% |
| 6M | -66.9% | -35.3% | -31.5% | -62.7% |
| YTD | -53.9% | -60.7% | +6.8% | -37.2% |
| 1Y | -67.1% | -65.3% | -1.8% | -52.8% |
| 3Y | +118.3% | -80.6% | +198.8% | +254.1% |
| 5Y | -26.9% | -84.6% | +57.8% | +10.1% |
| All | -31.2% | -76.1% | +44.9% | +0.9% |
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 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