-25.7%
IREN vs TSN
-17.5%
-8.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.5% |
| 7D | -16.0% | -1.4% | -14.6% | -15.7% |
| 30D | -40.5% | +8.5% | -49.0% | -42.3% |
| 3M | -59.4% | +5.3% | -64.7% | -60.3% |
| 6M | -67.1% | -10.5% | -56.6% | -65.9% |
| YTD | -51.9% | +3.0% | -54.9% | -52.8% |
| 1Y | -62.7% | +12.1% | -74.8% | -64.5% |
| 3Y | +507.7% | +43.1% | +464.6% | +361.8% |
| All | -25.7% | -17.5% | -8.2% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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