+1,399.4%
IREN vs TSLQ
-97.3%
+1,496.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -8.0% | +13.0% | +1.8% |
| 7D | +27.5% | -8.6% | +36.0% | +23.5% |
| 30D | +13.8% | -24.9% | +38.7% | +3.2% |
| 3M | -20.7% | -1.5% | -19.2% | -14.2% |
| 6M | +27.9% | -18.1% | +45.9% | +36.0% |
| YTD | +24.3% | -0.1% | +24.4% | +47.6% |
| 1Y | +79.2% | -51.4% | +130.6% | +74.7% |
| 3Y | +904.9% | -95.9% | +1,000.8% | +571.6% |
| All | +1,399.4% | -97.3% | +1,496.6% | +1,078.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling