-65.3%
CIFR vs TTD
-66.1%
+0.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +15.5% | -11.4% | +4.1% |
| 7D | -0.7% | +19.0% | -19.7% | -0.5% |
| 30D | -49.6% | +23.6% | -73.2% | -49.3% |
| 3M | -60.4% | +8.2% | -68.5% | -60.3% |
| 6M | -66.9% | -35.3% | -31.5% | -66.5% |
| YTD | -53.9% | -60.7% | +6.8% | -46.3% |
| All | -65.3% | -66.1% | +0.8% | -60.7% |
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