+8,908.6%
TXN vs WULF
+1,654.8%
+7,253.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.8% | +4.7% | -0.9% |
| 7D | +2.0% | -0.6% | +2.5% | +2.0% |
| 30D | -8.0% | -3.6% | -4.3% | -7.9% |
| 3M | -7.8% | -30.4% | +22.6% | -6.9% |
| 6M | +32.4% | +12.5% | +19.9% | +31.6% |
| YTD | +51.7% | +40.5% | +11.2% | +49.4% |
| 1Y | +44.3% | +53.0% | -8.7% | +41.4% |
| 3Y | +71.3% | +796.7% | -725.4% | +55.5% |
| 5Y | +56.4% | -30.9% | +87.3% | +42.1% |
| 10Y | +410.2% | +76.1% | +334.1% | +354.8% |
| All | +8,908.6% | +1,654.8% | +7,253.9% | +8,968.5% |
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