+485.5%
CIFR vs TMUS
+41.6%
+443.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +1.0% |
| 7D | +16.9% | +0.1% | +16.9% | +17.0% |
| 30D | -5.2% | +5.3% | -10.4% | -3.4% |
| 3M | -30.6% | +3.1% | -33.7% | -29.1% |
| 6M | +10.6% | -16.5% | +27.1% | +11.2% |
| YTD | +20.2% | -9.2% | +29.4% | +22.1% |
| 1Y | +139.7% | -26.5% | +166.2% | +157.8% |
| All | +485.5% | +41.6% | +443.9% | +209.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling