+33.4%
IREN vs TSLQ
-49.6%
+83.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | 0.0% |
| 7D | -1.9% | -6.6% | +4.7% | -4.5% |
| 30D | +0.4% | -24.3% | +24.7% | -9.9% |
| 3M | -22.7% | -3.6% | -19.1% | -18.0% |
| 6M | +4.4% | -12.0% | +16.4% | +14.1% |
| YTD | +16.0% | +1.4% | +14.7% | +40.1% |
| 1Y | +33.4% | -43.6% | +77.0% | +47.2% |
| All | +33.4% | -49.6% | +83.1% | +47.2% |
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