+68.7%
CIFR vs TTD
-83.7%
+152.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.9% | +17.0% | +17.6% |
| 7D | -10.2% | +5.2% | -15.4% | -11.6% |
| 30D | -55.0% | +6.9% | -62.0% | -56.0% |
| 3M | -64.1% | -26.8% | -37.2% | -61.0% |
| 6M | -70.1% | -46.1% | -24.0% | -64.8% |
| YTD | -55.7% | -65.9% | +10.3% | -38.2% |
| 1Y | -69.9% | -71.8% | +2.0% | -54.5% |
| 3Y | +68.7% | -83.3% | +152.0% | +143.6% |
| All | +68.7% | -83.7% | +152.4% | +143.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling