-31.2%
CIFR vs TXT
+139.7%
-170.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +2.7% |
| 7D | -0.7% | -3.5% | +2.8% | +1.6% |
| 30D | -49.6% | +15.2% | -64.8% | -54.6% |
| 3M | -60.4% | -4.5% | -55.9% | -59.7% |
| 6M | -66.9% | -6.1% | -60.8% | -66.0% |
| YTD | -53.9% | -2.0% | -51.9% | -54.2% |
| 1Y | -67.1% | +4.2% | -71.3% | -68.6% |
| 3Y | +118.3% | +14.4% | +103.9% | +100.0% |
| 5Y | -26.9% | +12.3% | -39.2% | -35.7% |
| All | -31.2% | +139.7% | -170.9% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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