+1,300.3%
IREN vs TSLQ
-97.2%
+1,397.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | 0.0% |
| 7D | -1.9% | -6.6% | +4.7% | -4.3% |
| 30D | +0.4% | -24.3% | +24.7% | -8.6% |
| 3M | -22.7% | -3.6% | -19.1% | -17.8% |
| 6M | +4.4% | -12.0% | +16.4% | +14.1% |
| YTD | +16.0% | +1.4% | +14.7% | +38.8% |
| 1Y | +33.4% | -43.6% | +77.0% | +37.8% |
| 3Y | +948.6% | -95.4% | +1,044.0% | +669.1% |
| All | +1,300.3% | -97.2% | +1,397.5% | +1,007.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling