+394.4%
TSM vs CIFR
-34.4%
+428.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +2.5% |
| 7D | -2.1% | -19.6% | +17.5% | -0.1% |
| 30D | -12.5% | -51.7% | +39.2% | -6.4% |
| 3M | -5.0% | -60.0% | +55.0% | +3.0% |
| 6M | -3.2% | -68.2% | +65.0% | +6.2% |
| YTD | +31.5% | -55.8% | +87.3% | +38.3% |
| 1Y | +35.7% | -66.8% | +102.5% | +45.5% |
| 3Y | +323.5% | +119.1% | +204.4% | +259.3% |
| 5Y | +263.4% | -25.3% | +288.7% | +199.4% |
| All | +394.4% | -34.4% | +428.8% | +294.8% |
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