+747.0%
WULF vs TLN
+710.8%
+36.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.5% | -1.3% |
| 7D | +11.0% | +11.0% | 0.0% | +3.4% |
| 30D | +9.4% | +4.9% | +4.5% | +7.2% |
| 3M | -22.6% | +4.9% | -27.5% | -24.4% |
| 6M | -45.4% | +7.1% | -52.5% | -47.4% |
| YTD | +9.8% | +0.3% | +9.5% | +7.6% |
| 1Y | +8.0% | +5.9% | +2.1% | +2.8% |
| 3Y | +1,149.5% | +578.5% | +571.0% | +454.0% |
| All | +747.0% | +710.8% | +36.2% | +338.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling