+290.7%
TSM vs CIFR
+59.6%
+231.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -2.0% | +1.9% |
| 7D | +6.0% | +26.7% | -20.7% | +3.5% |
| 30D | +4.5% | +7.7% | -3.2% | +3.4% |
| 3M | +3.1% | -23.8% | +26.9% | +4.4% |
| 6M | +30.2% | +35.9% | -5.7% | +24.3% |
| YTD | +45.2% | +25.4% | +19.8% | +38.7% |
| 1Y | +79.6% | +139.8% | -60.2% | +60.4% |
| 3Y | +411.0% | +515.0% | -104.0% | +295.4% |
| 5Y | +290.7% | +52.1% | +238.6% | +182.0% |
| All | +290.7% | +59.6% | +231.1% | +182.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling