-30.7%
CIFR vs TTMI
+490.3%
-521.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -2.0% |
| 7D | +4.8% | +11.4% | -6.6% | -3.4% |
| 30D | -31.0% | -28.3% | -2.7% | -15.3% |
| 3M | -58.7% | -46.7% | -12.1% | -37.9% |
| 6M | -67.7% | -56.1% | -11.6% | -44.7% |
| YTD | -53.5% | +7.4% | -60.9% | -60.3% |
| 1Y | -54.1% | +17.4% | -71.5% | -63.7% |
| 3Y | +138.2% | +429.1% | -290.9% | -34.2% |
| 5Y | -18.5% | +418.8% | -437.3% | -78.4% |
| All | -30.7% | +490.3% | -521.0% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling