+26.9%
CIFR vs TJX
+95.5%
-68.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.9% |
| 7D | -5.0% | -4.6% | -0.4% | -1.9% |
| 30D | -5.7% | -17.2% | +11.5% | +7.1% |
| 3M | -25.5% | -24.9% | -0.6% | -10.3% |
| 6M | +19.4% | -19.7% | +39.1% | +34.9% |
| YTD | +14.2% | -17.2% | +31.4% | +24.7% |
| 1Y | +69.0% | -9.4% | +78.4% | +67.8% |
| 3Y | +503.9% | +43.1% | +460.9% | +290.6% |
| All | +26.9% | +95.5% | -68.6% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling