+36.0%
TSM vs WULF
-22.8%
+58.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.6% | +4.4% | -0.5% |
| 7D | -10.0% | -12.8% | +2.9% | -7.0% |
| 30D | -18.5% | -20.9% | +2.4% | -14.2% |
| 3M | -4.9% | -38.0% | +33.1% | +5.6% |
| 6M | -1.0% | -47.5% | +46.5% | +13.2% |
| YTD | +31.3% | +1.8% | +29.4% | +29.0% |
| 1Y | +36.0% | -22.1% | +58.1% | +38.4% |
| All | +36.0% | -22.8% | +58.8% | +38.4% |
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