+239.6%
IREN vs TSLL
-51.4%
+291.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.7% | -3.0% | -5.3% |
| 7D | -16.0% | +17.8% | -33.9% | -21.4% |
| 30D | -40.5% | +8.2% | -48.8% | -42.2% |
| 3M | -59.4% | +20.9% | -80.3% | -62.6% |
| 6M | -67.1% | -37.5% | -29.6% | -62.4% |
| YTD | -51.9% | -44.5% | -7.4% | -43.8% |
| 1Y | -62.7% | -33.0% | -29.7% | -59.6% |
| 3Y | +507.7% | -6.4% | +514.1% | +291.5% |
| All | +239.6% | -51.4% | +291.0% | +195.3% |
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 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