+61.0%
CIFR vs TJX
+147.8%
-86.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.9% | -5.8% |
| 7D | -8.2% | -4.4% | -3.9% | -6.0% |
| 30D | -7.4% | -18.6% | +11.2% | +2.9% |
| 3M | -24.2% | -24.4% | +0.2% | -13.1% |
| 6M | +14.2% | -20.2% | +34.4% | +26.0% |
| YTD | +8.0% | -16.9% | +24.9% | +15.6% |
| 1Y | +55.5% | -8.5% | +64.0% | +54.7% |
| 3Y | +429.6% | +43.7% | +385.8% | +295.8% |
| 5Y | +20.8% | +97.3% | -76.6% | -27.9% |
| All | +61.0% | +147.8% | -86.8% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling