+913.2%
IREN vs TSLL
-30.6%
+943.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -11.8% | +19.1% | +11.2% |
| 7D | +26.0% | +1.9% | +24.1% | +24.2% |
| 30D | +14.9% | +17.8% | -2.9% | +7.4% |
| 3M | -27.8% | -37.0% | +9.2% | -18.7% |
| 6M | +1.9% | -37.7% | +39.6% | +13.5% |
| YTD | +18.3% | -51.4% | +69.7% | +42.3% |
| 1Y | +71.0% | -23.4% | +94.4% | +75.0% |
| All | +913.2% | -30.6% | +943.8% | +812.6% |
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