+87.0%
CIFR vs TMUS
+67.8%
+19.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +26.7% | -0.3% | +27.0% | +26.7% |
| 30D | +7.7% | +3.1% | +4.6% | +7.7% |
| 3M | -23.8% | +2.4% | -26.2% | -24.1% |
| 6M | +35.9% | -17.1% | +53.0% | +39.0% |
| YTD | +25.4% | -9.1% | +34.5% | +26.1% |
| 1Y | +139.8% | -23.6% | +163.4% | +152.0% |
| 3Y | +515.0% | +38.8% | +476.1% | +415.2% |
| 5Y | +52.1% | +43.0% | +9.1% | +23.3% |
| All | +87.0% | +67.8% | +19.2% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling