+20.6%
TSM vs CIFR
+15.7%
+4.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.7% | +2.4% |
| 7D | +2.7% | +16.9% | -14.2% | -1.0% |
| 30D | +3.6% | -5.2% | +8.8% | +4.0% |
| 3M | -3.4% | -30.6% | +27.2% | +1.4% |
| 6M | +20.6% | +10.6% | +10.0% | +9.2% |
| All | +20.6% | +15.7% | +4.9% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling