+36.0%
TSM vs IREN
-66.2%
+102.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -11.2% | +9.0% | +0.1% |
| 7D | -10.0% | -24.7% | +14.8% | -4.9% |
| 30D | -18.5% | -46.4% | +27.8% | -8.3% |
| 3M | -4.9% | -46.9% | +42.0% | +6.5% |
| 6M | -1.0% | -56.1% | +55.2% | +12.6% |
| YTD | +31.3% | -42.5% | +73.8% | +40.3% |
| 1Y | +36.0% | -67.4% | +103.4% | +50.5% |
| All | +36.0% | -66.2% | +102.2% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IREN.
Daily Out/Under-Performance
Portfolio return minus IREN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IREN 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 IREN 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