-27.8%
CIFR vs TTMI
+507.8%
-535.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +2.7% |
| 7D | +28.8% | +22.6% | +6.2% | +11.4% |
| 30D | -36.9% | -34.3% | -2.7% | -17.4% |
| 3M | -60.0% | -44.8% | -15.2% | -41.3% |
| 6M | -64.4% | -53.3% | -11.1% | -41.5% |
| YTD | -51.6% | +10.6% | -62.1% | -59.4% |
| 1Y | -58.9% | +8.2% | -67.1% | -65.2% |
| 3Y | +139.9% | +435.7% | -295.7% | -34.5% |
| 5Y | -15.1% | +434.2% | -449.3% | -77.9% |
| All | -27.8% | +507.8% | -535.6% | -81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling