-29.5%
CIFR vs TYL
-21.3%
-8.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.3% | +20.2% | +19.0% |
| 7D | -10.2% | +6.7% | -16.9% | -14.0% |
| 30D | -55.0% | +26.5% | -81.6% | -61.4% |
| 3M | -64.1% | +37.3% | -101.3% | -71.4% |
| 6M | -70.1% | +31.2% | -101.3% | -77.4% |
| YTD | -55.7% | -7.4% | -48.3% | -56.5% |
| 1Y | -69.9% | -9.6% | -60.3% | -69.9% |
| 3Y | +68.7% | +1.9% | +66.8% | +33.3% |
| All | -29.5% | -21.3% | -8.2% | -31.5% |
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