+1,294.2%
IREN vs TSLQ
-97.2%
+1,391.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.4% | -6.2% | -2.9% |
| 7D | +4.8% | +5.7% | -0.9% | +7.3% |
| 30D | +9.8% | -21.1% | +30.9% | +1.6% |
| 3M | -15.3% | -11.5% | -3.8% | -12.6% |
| 6M | +14.5% | -14.9% | +29.4% | +23.7% |
| YTD | +15.5% | +2.4% | +13.1% | +38.7% |
| 1Y | +29.8% | -49.8% | +79.5% | +28.2% |
| 3Y | +834.5% | -95.8% | +930.3% | +531.1% |
| All | +1,294.2% | -97.2% | +1,391.4% | +1,007.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling