+41.6%
TXN vs WULF
+83.4%
-41.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.6% |
| 7D | -0.1% | +7.6% | -7.6% | -0.9% |
| 30D | -6.9% | -8.6% | +1.7% | -6.2% |
| 3M | -14.9% | -37.0% | +22.0% | -11.8% |
| 6M | +29.0% | +7.4% | +21.6% | +29.7% |
| YTD | +51.5% | +43.7% | +7.8% | +50.2% |
| 1Y | +41.6% | +86.1% | -44.6% | +40.6% |
| All | +41.6% | +83.4% | -41.9% | +40.6% |
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