+61.0%
CIFR vs TTMI
+874.8%
-813.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.5% | -4.1% | -4.6% |
| 7D | -8.2% | +6.0% | -14.3% | -12.0% |
| 30D | -7.4% | -6.4% | -1.0% | -3.0% |
| 3M | -24.2% | -28.9% | +4.8% | -4.5% |
| 6M | +14.2% | +26.9% | -12.7% | -5.9% |
| YTD | +8.0% | +77.3% | -69.3% | -32.8% |
| 1Y | +55.5% | +147.5% | -92.0% | -26.0% |
| 3Y | +429.6% | +847.6% | -418.1% | +2.5% |
| 5Y | +20.8% | +802.2% | -781.5% | -76.6% |
| All | +61.0% | +874.8% | -813.8% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TTMI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling