+70.2%
CIFR vs TSCO
+20.8%
+49.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.4% |
| 7D | -5.0% | -5.7% | +0.6% | -2.5% |
| 30D | -5.7% | -8.8% | +3.1% | -2.0% |
| 3M | -25.5% | +6.3% | -31.9% | -28.8% |
| 6M | +19.4% | -32.3% | +51.7% | +43.5% |
| YTD | +14.2% | -32.7% | +46.9% | +36.4% |
| 1Y | +69.0% | -43.7% | +112.7% | +121.8% |
| 3Y | +503.9% | -19.7% | +523.6% | +542.1% |
| 5Y | +27.7% | -11.6% | +39.3% | +30.7% |
| All | +70.2% | +20.8% | +49.4% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling