+280.2%
TSM vs WULF
-28.8%
+309.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.9% |
| 7D | +1.0% | +1.4% | -0.4% | +0.8% |
| 30D | +1.0% | -2.6% | +3.6% | +1.0% |
| 3M | +2.9% | -34.0% | +36.9% | +6.3% |
| 6M | +22.8% | +10.0% | +12.8% | +21.2% |
| YTD | +43.3% | +45.7% | -2.4% | +37.5% |
| 1Y | +69.2% | +57.3% | +11.9% | +60.2% |
| 3Y | +404.5% | +878.9% | -474.4% | +287.2% |
| All | +280.2% | -28.8% | +309.0% | +189.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling