-30.7%
CIFR vs TXG
-64.3%
+33.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.5% | -3.3% |
| 7D | +4.8% | -1.8% | +6.7% | +5.5% |
| 30D | -31.0% | -20.4% | -10.6% | -23.0% |
| 3M | -58.7% | +0.1% | -58.8% | -59.8% |
| 6M | -67.7% | +176.2% | -243.9% | -81.1% |
| YTD | -53.5% | +256.8% | -310.3% | -76.8% |
| 1Y | -54.1% | +255.9% | -310.0% | -77.2% |
| 3Y | +138.2% | +60.2% | +78.0% | +55.3% |
| 5Y | -18.5% | -65.1% | +46.6% | -27.7% |
| All | -30.7% | -64.3% | +33.6% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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