-64.1%
CIFR vs TTD
-30.2%
-33.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.9% | +17.0% | +17.8% |
| 7D | -10.2% | +5.2% | -15.4% | -10.4% |
| 30D | -55.0% | +6.9% | -62.0% | -54.8% |
| 3M | -64.1% | -26.8% | -37.2% | -62.5% |
| All | -64.1% | -30.2% | -33.9% | -62.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling