+71.0%
IREN vs TSLQ
-50.5%
+121.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +12.0% | -4.7% | +12.4% |
| 7D | +26.0% | -5.8% | +31.8% | +23.4% |
| 30D | +14.9% | -22.1% | +37.0% | +4.5% |
| 3M | -27.8% | +10.1% | -37.8% | -17.1% |
| 6M | +1.9% | -6.8% | +8.7% | +14.0% |
| YTD | +18.3% | +8.5% | +9.8% | +45.3% |
| 1Y | +71.0% | -49.7% | +120.7% | +97.0% |
| All | +71.0% | -50.5% | +121.5% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling