+289.2%
TSM vs IREN
+59.6%
+229.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.3% | -4.4% | +2.1% |
| 7D | +2.7% | +26.0% | -23.3% | +0.3% |
| 30D | +3.6% | +14.9% | -11.3% | +1.9% |
| 3M | -3.4% | -27.8% | +24.4% | -1.5% |
| 6M | +20.6% | +1.9% | +18.7% | +18.3% |
| YTD | +41.9% | +18.3% | +23.6% | +36.3% |
| 1Y | +84.4% | +71.0% | +13.4% | +69.4% |
| 3Y | +380.2% | +882.0% | -501.8% | +257.7% |
| All | +289.2% | +59.6% | +229.6% | +226.5% |
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 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