+57.3%
WULF vs TLN
-23.3%
+80.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.4% |
| 7D | +1.4% | -1.3% | +2.7% | +2.6% |
| 30D | -2.6% | -14.3% | +11.7% | +9.1% |
| 3M | -34.0% | -9.3% | -24.7% | -29.3% |
| 6M | +10.0% | -1.1% | +11.1% | +11.7% |
| YTD | +45.7% | -16.6% | +62.3% | +59.6% |
| 1Y | +57.3% | -22.0% | +79.3% | +73.1% |
| All | +57.3% | -23.3% | +80.7% | +73.1% |
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