+1,023.5%
WULF vs TLN
+574.4%
+449.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | +1.4% | -1.3% | +2.7% | +2.5% |
| 30D | -2.6% | -14.3% | +11.7% | +8.3% |
| 3M | -34.0% | -9.3% | -24.7% | -29.4% |
| 6M | +10.0% | -1.1% | +11.1% | +10.9% |
| YTD | +45.7% | -16.6% | +62.3% | +60.5% |
| 1Y | +57.3% | -22.0% | +79.3% | +80.6% |
| 3Y | +878.9% | +470.2% | +408.8% | +392.3% |
| All | +1,023.5% | +574.4% | +449.1% | +554.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling