+419.8%
TXN vs WULF
+82.7%
+337.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +3.6% |
| 7D | +4.0% | +1.4% | +2.6% | +3.9% |
| 30D | -2.9% | -2.6% | -0.2% | -2.8% |
| 3M | -9.1% | -34.0% | +24.9% | -7.6% |
| 6M | +36.6% | +10.0% | +26.6% | +35.5% |
| YTD | +57.5% | +45.7% | +11.8% | +53.5% |
| 1Y | +49.5% | +57.3% | -7.8% | +44.5% |
| 3Y | +76.5% | +878.9% | -802.4% | +50.4% |
| 5Y | +62.4% | -28.3% | +90.7% | +38.1% |
| All | +419.8% | +82.7% | +337.1% | +334.3% |
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