-34.0%
CIFR vs TYL
+6.4%
-40.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.5% |
| 7D | -19.6% | +4.3% | -23.9% | -21.8% |
| 30D | -51.7% | +28.0% | -79.7% | -58.2% |
| 3M | -60.0% | +32.3% | -92.3% | -66.8% |
| 6M | -68.2% | +29.9% | -98.1% | -75.1% |
| YTD | -55.8% | -7.1% | -48.6% | -56.8% |
| 1Y | -66.8% | -9.2% | -57.5% | -67.1% |
| 3Y | +119.1% | +0.7% | +118.4% | +85.5% |
| 5Y | -25.3% | -21.1% | -4.2% | -31.7% |
| All | -34.0% | +6.4% | -40.5% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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