-21.0%
CIFR vs TMUS
+51.5%
-72.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -4.1% |
| 7D | +4.8% | +4.9% | -0.1% | +5.5% |
| 30D | -31.0% | +7.7% | -38.7% | -29.9% |
| 3M | -58.7% | -6.8% | -51.9% | -58.4% |
| 6M | -67.7% | -9.7% | -58.0% | -67.3% |
| YTD | -53.5% | -15.0% | -38.6% | -52.8% |
| 1Y | -54.1% | -19.1% | -34.9% | -52.9% |
| 3Y | +138.2% | +21.4% | +116.8% | +105.1% |
| All | -21.0% | +51.5% | -72.5% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling