-55.4%
TSLL vs WULF
+938.4%
-993.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.7% | -13.6% | -12.3% |
| 7D | +1.9% | +7.6% | -5.7% | 0.0% |
| 30D | +17.8% | -8.6% | +26.4% | +19.6% |
| 3M | -37.0% | -37.0% | 0.0% | -29.9% |
| 6M | -37.7% | +7.4% | -45.1% | -40.3% |
| YTD | -51.4% | +43.7% | -95.1% | -57.5% |
| 1Y | -23.4% | +86.1% | -109.5% | -38.7% |
| 3Y | -30.8% | +733.8% | -764.6% | -65.9% |
| All | -55.4% | +938.4% | -993.8% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling