-24.7%
WULF vs TEL
+56.5%
-81.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | -0.4% |
| 7D | +1.4% | +1.6% | -0.2% | -0.6% |
| 30D | -2.6% | -0.7% | -2.0% | -2.1% |
| 3M | -34.0% | +2.4% | -36.4% | -36.7% |
| 6M | +10.0% | +4.1% | +5.9% | +2.3% |
| YTD | +45.7% | -5.8% | +51.5% | +54.2% |
| 1Y | +57.3% | +0.9% | +56.5% | +52.1% |
| 3Y | +878.9% | +72.6% | +806.3% | +418.2% |
| All | -24.7% | +56.5% | -81.2% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 5y: compounded portfolio wealth divided by compounded TEL 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…
5y analysis · Full analysis span regression · 6 months rolling