+84.4%
TSM vs WULF
+83.4%
+0.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.1% | +2.5% |
| 7D | +2.7% | +7.6% | -4.8% | +0.9% |
| 30D | +3.6% | -8.6% | +12.2% | +5.3% |
| 3M | -3.4% | -37.0% | +33.6% | +5.3% |
| 6M | +20.6% | +7.4% | +13.2% | +18.2% |
| YTD | +41.9% | +43.7% | -1.8% | +31.8% |
| 1Y | +84.4% | +86.1% | -1.8% | +71.4% |
| All | +84.4% | +83.4% | +0.9% | +71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling