+384.6%
TSM vs CIFR
-31.6%
+416.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +3.1% |
| 7D | -2.5% | -0.7% | -1.8% | -2.8% |
| 30D | -14.3% | -49.6% | +35.4% | -8.7% |
| 3M | -7.2% | -60.4% | +53.1% | +0.7% |
| 6M | -5.1% | -66.9% | +61.7% | +3.7% |
| YTD | +28.9% | -53.9% | +82.7% | +35.0% |
| 1Y | +37.1% | -67.1% | +104.2% | +47.0% |
| 3Y | +341.5% | +118.3% | +223.2% | +274.1% |
| 5Y | +245.7% | -26.9% | +272.6% | +184.9% |
| All | +384.6% | -31.6% | +416.2% | +285.3% |
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