-15.1%
CIFR vs TYL
-22.1%
+7.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.8% |
| 7D | +28.8% | -1.6% | +30.4% | +29.6% |
| 30D | -36.9% | +22.1% | -59.1% | -44.6% |
| 3M | -60.0% | +33.4% | -93.3% | -67.5% |
| 6M | -64.4% | +36.8% | -101.2% | -73.9% |
| YTD | -51.6% | -6.7% | -44.9% | -52.6% |
| 1Y | -58.9% | -9.2% | -49.6% | -58.8% |
| 3Y | +139.9% | +1.2% | +138.8% | +92.6% |
| 5Y | -15.1% | -23.0% | +7.9% | -16.5% |
| All | -15.1% | -22.1% | +7.1% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling