+99.7%
TXN vs WULF
-22.8%
+122.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.6% | +6.3% | +0.6% |
| 7D | +1.0% | -12.8% | +13.8% | +2.6% |
| 30D | +6.1% | -20.9% | +27.0% | +8.8% |
| 3M | +10.4% | -38.0% | +48.4% | +16.0% |
| 6M | +12.6% | -47.5% | +60.1% | +20.3% |
| YTD | +83.5% | +1.8% | +81.6% | +88.1% |
| 1Y | +99.7% | -22.1% | +121.8% | +108.2% |
| All | +99.7% | -22.8% | +122.5% | +108.2% |
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