+268.8%
IREN vs TSLL
-53.8%
+322.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.9% | -8.8% | -8.2% |
| 7D | -19.3% | -11.0% | -8.3% | -15.5% |
| 30D | -43.9% | -5.3% | -38.6% | -42.6% |
| 3M | -49.1% | +20.8% | -69.9% | -53.2% |
| 6M | -67.8% | -36.0% | -31.8% | -63.7% |
| YTD | -47.8% | -47.3% | -0.5% | -37.7% |
| 1Y | -67.2% | -48.4% | -18.8% | -60.9% |
| 3Y | +566.6% | -5.4% | +572.0% | +324.0% |
| All | +268.8% | -53.8% | +322.6% | +227.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling