+139.7%
CIFR vs TMUS
-27.1%
+166.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | -1.7% |
| 7D | +16.9% | +0.1% | +16.9% | +17.1% |
| 30D | -5.2% | +5.3% | -10.4% | +1.4% |
| 3M | -30.6% | +3.1% | -33.7% | -24.1% |
| 6M | +10.6% | -16.5% | +27.1% | -7.3% |
| YTD | +20.2% | -9.2% | +29.4% | +20.1% |
| 1Y | +139.7% | -26.5% | +166.2% | +117.6% |
| All | +139.7% | -27.1% | +166.8% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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