+26.9%
CIFR vs TXG
-62.8%
+89.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.3% | +2.4% | +4.0% |
| 7D | -5.0% | +9.5% | -14.5% | -9.5% |
| 30D | -5.7% | +18.8% | -24.5% | -14.0% |
| 3M | -25.5% | +136.1% | -161.7% | -54.1% |
| 6M | +19.4% | +235.2% | -215.8% | -40.5% |
| YTD | +14.2% | +320.5% | -306.4% | -51.0% |
| 1Y | +69.0% | +425.2% | -356.2% | -39.1% |
| 3Y | +503.9% | +42.9% | +461.0% | +320.4% |
| All | +26.9% | -62.8% | +89.7% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling