+276.1%
TSM vs IREN
-25.6%
+301.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.6% | -1.4% | +3.6% |
| 7D | +4.4% | -4.0% | +8.5% | +4.8% |
| 30D | -7.0% | -40.1% | +33.1% | -2.3% |
| 3M | -1.8% | -47.6% | +45.8% | +4.3% |
| 6M | +2.7% | -62.2% | +64.9% | +11.4% |
| YTD | +37.1% | -44.8% | +81.9% | +41.8% |
| 1Y | +43.5% | -63.7% | +107.1% | +53.0% |
| 3Y | +341.5% | +604.1% | -262.5% | +245.7% |
| All | +276.1% | -25.6% | +301.7% | +239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling