+75.4%
TSM vs CIFR
+106.8%
-31.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.7% | +7.9% | +0.8% |
| 7D | +4.8% | +11.3% | -6.6% | +2.4% |
| 30D | +4.0% | +3.5% | +0.5% | +2.5% |
| 3M | +2.0% | -26.6% | +28.6% | +4.9% |
| 6M | +25.5% | +18.1% | +7.4% | +17.3% |
| YTD | +44.0% | +14.5% | +29.5% | +33.6% |
| 1Y | +75.4% | +83.3% | -7.9% | +52.5% |
| All | +75.4% | +106.8% | -31.4% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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