+300.2%
IREN vs TSLL
-54.2%
+354.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.9% | -12.0% | -5.2% |
| 7D | -2.8% | -14.3% | +11.5% | +3.3% |
| 30D | -39.2% | -6.2% | -33.0% | -37.5% |
| 3M | -48.1% | +21.2% | -69.3% | -52.3% |
| 6M | -65.0% | -36.6% | -28.4% | -60.4% |
| YTD | -43.3% | -47.8% | +4.5% | -32.2% |
| 1Y | -65.7% | -45.2% | -20.4% | -60.0% |
| 3Y | +620.9% | -3.3% | +624.1% | +352.6% |
| All | +300.2% | -54.2% | +354.4% | +256.3% |
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