-22.1%
WULF vs TLN
-17.6%
-4.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -8.5% | +1.9% | +0.1% |
| 7D | -12.8% | -6.0% | -6.8% | -8.1% |
| 30D | -20.9% | -1.5% | -19.4% | -19.5% |
| 3M | -38.0% | -3.9% | -34.1% | -35.8% |
| 6M | -47.5% | -15.0% | -32.5% | -40.8% |
| YTD | +1.8% | -12.8% | +14.6% | +6.8% |
| 1Y | -22.1% | -17.3% | -4.7% | -9.1% |
| All | -22.1% | -17.6% | -4.4% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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