+439.8%
IREN vs TSLL
-27.3%
+467.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -21.9% | +4.9% | -9.4% |
| 7D | -31.3% | -28.9% | -2.4% | -22.6% |
| 30D | -56.3% | -21.4% | -34.9% | -52.3% |
| 3M | -53.6% | +5.0% | -58.6% | -54.7% |
| 6M | -67.1% | -36.6% | -30.5% | -63.0% |
| YTD | -52.3% | -56.6% | +4.4% | -40.1% |
| 1Y | -76.4% | -60.9% | -15.5% | -69.6% |
| All | +439.8% | -27.3% | +467.1% | +526.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling