+13,957.4%
TSM vs WULF
+291.4%
+13,666.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.2% | -5.8% | +1.9% |
| 7D | +6.0% | +21.9% | -15.9% | +4.8% |
| 30D | +4.5% | +4.6% | -0.1% | +4.1% |
| 3M | +3.1% | -30.9% | +34.0% | +5.0% |
| 6M | +30.2% | +29.9% | +0.3% | +27.9% |
| YTD | +45.2% | +55.4% | -10.2% | +40.8% |
| 1Y | +79.6% | +94.1% | -14.6% | +71.2% |
| 3Y | +411.0% | +892.2% | -481.2% | +326.8% |
| 5Y | +290.7% | -26.7% | +317.5% | +234.2% |
| 10Y | +1,753.6% | +94.0% | +1,659.6% | +1,369.0% |
| All | +13,957.4% | +291.4% | +13,666.0% | +9,068.5% |
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 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