+735.1%
IREN vs TSLL
-57.4%
+792.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -11.8% | +19.1% | +11.7% |
| 7D | +26.0% | +1.9% | +24.1% | +24.0% |
| 30D | +14.9% | +17.8% | -2.9% | +6.6% |
| 3M | -27.8% | -37.0% | +9.2% | -17.7% |
| 6M | +1.9% | -37.7% | +39.6% | +14.6% |
| YTD | +18.3% | -51.4% | +69.7% | +45.1% |
| 1Y | +71.0% | -23.4% | +94.4% | +73.4% |
| 3Y | +882.0% | -30.8% | +912.8% | +602.3% |
| All | +735.1% | -57.4% | +792.5% | +662.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling