-69.9%
CIFR vs TYL
-9.6%
-60.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.3% | +20.2% | +16.1% |
| 7D | -10.2% | +6.7% | -16.9% | -4.4% |
| 30D | -55.0% | +26.5% | -81.6% | -45.4% |
| 3M | -64.1% | +37.3% | -101.3% | -53.2% |
| 6M | -70.1% | +31.2% | -101.3% | -60.1% |
| YTD | -55.7% | -7.4% | -48.3% | -46.8% |
| 1Y | -69.9% | -9.6% | -60.3% | -64.6% |
| All | -69.9% | -9.6% | -60.3% | -64.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling