+57.3%
WULF vs TNA
+52.8%
+4.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +2.8% |
| 7D | +1.4% | -7.3% | +8.7% | +8.3% |
| 30D | -2.6% | -14.2% | +11.6% | +11.3% |
| 3M | -34.0% | -4.6% | -29.4% | -31.3% |
| 6M | +10.0% | +36.9% | -26.9% | -15.2% |
| YTD | +45.7% | +42.5% | +3.1% | +9.9% |
| 1Y | +57.3% | +45.8% | +11.6% | +23.7% |
| All | +57.3% | +52.8% | +4.5% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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