-20.8%
TSLL vs WULF
+95.8%
-116.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +8.2% | -0.3% | +5.3% |
| 7D | +5.8% | +21.9% | -16.1% | -0.4% |
| 30D | +21.7% | +4.6% | +17.1% | +18.9% |
| 3M | -28.2% | -30.9% | +2.7% | -21.0% |
| 6M | -29.5% | +29.9% | -59.3% | -35.4% |
| YTD | -47.5% | +55.4% | -103.0% | -54.8% |
| 1Y | -20.8% | +94.1% | -114.9% | -30.2% |
| All | -20.8% | +95.8% | -116.6% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling