-56.8%
TSLL vs WULF
+615.1%
-671.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +12.8% | -4.2% | +5.2% |
| 7D | -21.2% | -3.1% | -18.1% | -20.4% |
| 30D | -13.3% | -21.0% | +7.7% | -7.9% |
| 3M | +15.4% | -35.5% | +50.9% | +28.0% |
| 6M | -34.2% | -55.8% | +21.6% | -20.2% |
| YTD | -52.9% | -1.0% | -51.9% | -54.8% |
| 1Y | -54.3% | -20.4% | -34.0% | -54.2% |
| 3Y | -18.4% | +972.6% | -991.0% | -60.3% |
| All | -56.8% | +615.1% | -671.9% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling