+79.2%
CIFR vs TMUS
+67.6%
+11.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +2.1% |
| 7D | +16.9% | +0.1% | +16.9% | +16.9% |
| 30D | -5.2% | +5.3% | -10.4% | -5.2% |
| 3M | -30.6% | +3.1% | -33.7% | -30.9% |
| 6M | +10.6% | -16.5% | +27.1% | +13.0% |
| YTD | +20.2% | -9.2% | +29.4% | +20.8% |
| 1Y | +139.7% | -26.5% | +166.2% | +154.9% |
| 3Y | +489.4% | +39.0% | +450.4% | +393.5% |
| 5Y | +54.4% | +40.4% | +14.0% | +25.1% |
| All | +79.2% | +67.6% | +11.6% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling