+85.6%
IREN vs TSCO
-18.7%
+104.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.3% | -1.5% |
| 7D | +14.6% | -2.5% | +17.0% | +16.1% |
| 30D | +17.1% | -1.1% | +18.2% | +17.7% |
| 3M | -16.0% | +14.3% | -30.3% | -22.7% |
| 6M | +16.8% | -31.9% | +48.7% | +43.7% |
| YTD | +20.1% | -30.7% | +50.8% | +44.1% |
| 1Y | +50.3% | -41.1% | +91.3% | +97.8% |
| 3Y | +871.5% | -17.1% | +888.7% | +832.3% |
| All | +85.6% | -18.7% | +104.3% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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