+1,779.8%
TSM vs WULF
+82.7%
+1,697.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.9% |
| 7D | +1.0% | +1.4% | -0.4% | +0.9% |
| 30D | +1.0% | -2.6% | +3.6% | +1.0% |
| 3M | +2.9% | -34.0% | +36.9% | +5.5% |
| 6M | +22.8% | +10.0% | +12.8% | +21.6% |
| YTD | +43.3% | +45.7% | -2.4% | +38.8% |
| 1Y | +69.2% | +57.3% | +11.9% | +62.2% |
| 3Y | +404.5% | +878.9% | -474.4% | +312.8% |
| 5Y | +282.2% | -28.3% | +310.5% | +214.9% |
| All | +1,779.8% | +82.7% | +1,697.1% | +1,388.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling