+138.2%
CIFR vs TMUS
+21.2%
+117.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -4.3% |
| 7D | +4.8% | +4.9% | -0.1% | +6.9% |
| 30D | -31.0% | +7.7% | -38.7% | -27.9% |
| 3M | -58.7% | -6.8% | -51.9% | -58.5% |
| 6M | -67.7% | -9.7% | -58.0% | -67.2% |
| YTD | -53.5% | -15.0% | -38.6% | -52.7% |
| 1Y | -54.1% | -19.1% | -34.9% | -53.1% |
| 3Y | +138.2% | +21.4% | +116.8% | +273.9% |
| All | +138.2% | +21.2% | +117.0% | +273.9% |
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