-33.3%
TSLL vs WULF
+792.4%
-825.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.7% | -13.6% | -12.4% |
| 7D | +1.9% | +7.6% | -5.7% | -0.3% |
| 30D | +17.8% | -8.6% | +26.4% | +19.9% |
| 3M | -37.0% | -37.0% | 0.0% | -28.8% |
| 6M | -37.7% | +7.4% | -45.1% | -40.8% |
| YTD | -51.4% | +43.7% | -95.1% | -58.6% |
| 1Y | -23.4% | +86.1% | -109.5% | -41.4% |
| All | -33.3% | +792.4% | -825.7% | -66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling