+433.4%
TSM vs CIFR
+78.3%
+355.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.7% | +2.6% |
| 7D | +2.7% | +16.9% | -14.2% | +1.0% |
| 30D | +3.6% | -5.2% | +8.8% | +3.7% |
| 3M | -3.4% | -30.6% | +27.2% | -1.3% |
| 6M | +20.6% | +10.6% | +10.0% | +17.2% |
| YTD | +41.9% | +20.2% | +21.7% | +36.0% |
| 1Y | +84.4% | +139.7% | -55.4% | +64.2% |
| 3Y | +380.2% | +489.4% | -109.1% | +269.4% |
| 5Y | +275.3% | +54.4% | +220.9% | +189.0% |
| All | +433.4% | +78.3% | +355.2% | +288.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling