-52.1%
TSLL vs WULF
+678.6%
-730.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.9% | +2.0% | +8.5% |
| 7D | -14.3% | +13.2% | -27.5% | -16.8% |
| 30D | -6.2% | -10.1% | +3.9% | -3.6% |
| 3M | +21.2% | -27.5% | +48.7% | +30.5% |
| 6M | -36.6% | -47.1% | +10.5% | -26.3% |
| YTD | -47.8% | +7.7% | -55.5% | -51.0% |
| 1Y | -45.2% | -11.2% | -34.0% | -46.6% |
| 3Y | -3.3% | +1,217.0% | -1,220.3% | -55.0% |
| All | -52.1% | +678.6% | -730.8% | -79.8% |
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