+139.7%
CIFR vs TSCO
-40.6%
+180.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +2.3% |
| 7D | +16.9% | +0.8% | +16.2% | +17.0% |
| 30D | -5.2% | +5.5% | -10.6% | -4.7% |
| 3M | -30.6% | +20.0% | -50.5% | -30.7% |
| 6M | +10.6% | -29.8% | +40.4% | +23.6% |
| YTD | +20.2% | -28.7% | +48.9% | +37.1% |
| 1Y | +139.7% | -40.9% | +180.6% | +153.1% |
| All | +139.7% | -40.6% | +180.4% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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