+86.1%
WULF vs TLN
-17.2%
+103.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.0% | -1.0% |
| 7D | +7.6% | +7.1% | +0.5% | +2.5% |
| 30D | -8.6% | -3.9% | -4.7% | -5.8% |
| 3M | -37.0% | -16.2% | -20.8% | -29.0% |
| 6M | +7.4% | -5.8% | +13.2% | +12.0% |
| YTD | +43.7% | -15.4% | +59.1% | +55.7% |
| 1Y | +86.1% | -16.7% | +102.8% | +86.6% |
| All | +86.1% | -17.2% | +103.3% | +86.6% |
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