-52.0%
TSLL vs WULF
+977.4%
-1,029.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.9% |
| 7D | +5.1% | +15.6% | -10.5% | +1.3% |
| 30D | +20.0% | +5.7% | +14.2% | +17.5% |
| 3M | -23.8% | -32.3% | +8.5% | -17.0% |
| 6M | -30.3% | +23.7% | -54.0% | -35.5% |
| YTD | -47.7% | +49.1% | -96.7% | -54.7% |
| 1Y | -21.2% | +66.3% | -87.5% | -35.0% |
| 3Y | -26.9% | +851.7% | -878.5% | -64.9% |
| All | -52.0% | +977.4% | -1,029.4% | -81.3% |
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