+70.2%
CIFR vs TJX
+147.0%
-76.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.9% |
| 7D | -5.0% | -4.6% | -0.4% | -2.6% |
| 30D | -5.7% | -17.2% | +11.5% | +3.8% |
| 3M | -25.5% | -24.9% | -0.6% | -14.3% |
| 6M | +19.4% | -19.7% | +39.1% | +31.1% |
| YTD | +14.2% | -17.2% | +31.4% | +22.4% |
| 1Y | +69.0% | -9.4% | +78.4% | +69.2% |
| 3Y | +503.9% | +43.1% | +460.9% | +352.5% |
| 5Y | +27.7% | +96.7% | -69.1% | -23.7% |
| All | +70.2% | +147.0% | -76.8% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling