+597.0%
IREN vs TSLL
-0.6%
+597.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.8% | -0.2% | +3.6% |
| 7D | -4.0% | +0.5% | -4.5% | -4.0% |
| 30D | -40.1% | +2.7% | -42.8% | -40.4% |
| 3M | -47.6% | +26.3% | -73.8% | -52.0% |
| 6M | -62.2% | -37.2% | -25.0% | -57.5% |
| YTD | -44.8% | -44.2% | -0.6% | -36.6% |
| 1Y | -63.7% | -44.0% | -19.7% | -58.5% |
| All | +597.0% | -0.6% | +597.6% | +687.9% |
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