+944.0%
IREN vs TSLQ
-95.5%
+1,039.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.4% | -6.2% | -3.0% |
| 7D | +4.8% | +5.7% | -0.9% | +7.0% |
| 30D | +9.8% | -21.1% | +30.9% | +2.5% |
| 3M | -15.3% | -11.5% | -3.8% | -12.8% |
| 6M | +14.5% | -14.9% | +29.4% | +23.1% |
| YTD | +15.5% | +2.4% | +13.1% | +36.3% |
| 1Y | +29.8% | -49.8% | +79.5% | +29.9% |
| All | +944.0% | -95.5% | +1,039.6% | +951.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling