+304.5%
IREN vs TSLL
-58.7%
+363.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +8.6% | +11.4% | +16.7% |
| 7D | -9.6% | -21.2% | +11.6% | -0.6% |
| 30D | -44.1% | -13.3% | -30.8% | -40.5% |
| 3M | -42.9% | +15.4% | -58.3% | -46.3% |
| 6M | -64.5% | -34.2% | -30.3% | -60.3% |
| YTD | -42.7% | -52.9% | +10.2% | -28.5% |
| 1Y | -67.7% | -54.3% | -13.3% | -59.5% |
| 3Y | +547.9% | -18.4% | +566.3% | +338.7% |
| All | +304.5% | -58.7% | +363.2% | +276.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling