-71.1%
CIFR vs TJX
+4.8%
-75.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +5.2% | -25.1% | -15.0% |
| 7D | -26.7% | +4.6% | -31.3% | -22.3% |
| 30D | -58.0% | +7.7% | -65.7% | -54.7% |
| 3M | -68.1% | -7.8% | -60.3% | -68.6% |
| 6M | -63.7% | -5.8% | -57.9% | -64.0% |
| YTD | -56.0% | -4.9% | -51.1% | -54.3% |
| 1Y | -71.1% | +3.2% | -74.3% | -68.8% |
| All | -71.1% | +4.8% | -75.9% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 1y: compounded portfolio wealth divided by compounded TJX 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…
1y analysis · Full analysis span regression · 6 months rolling