-53.1%
TSLL vs WULF
+915.1%
-968.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.8% | +3.4% | -0.8% |
| 7D | -7.3% | -0.6% | -6.8% | -7.2% |
| 30D | +15.8% | -3.6% | +19.4% | +16.1% |
| 3M | -19.5% | -30.4% | +10.9% | -13.0% |
| 6M | -32.1% | +12.5% | -44.5% | -35.6% |
| YTD | -48.9% | +40.5% | -89.3% | -55.1% |
| 1Y | -23.4% | +53.0% | -76.4% | -35.4% |
| 3Y | -28.6% | +796.7% | -825.2% | -65.2% |
| All | -53.1% | +915.1% | -968.2% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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