-26.6%
CIFR vs TJX
-21.5%
-5.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.2% | -6.5% | -12.2% |
| 7D | +11.3% | -4.0% | +15.3% | +3.7% |
| 30D | +3.5% | -20.3% | +23.8% | -30.4% |
| 3M | -26.6% | -23.3% | -3.4% | -50.9% |
| All | -26.6% | -21.5% | -5.2% | -50.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling