+254.5%
WULF vs TNA
+913.2%
-658.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.0% | -2.8% | -5.1% |
| 7D | -0.6% | -7.6% | +7.0% | +1.4% |
| 30D | -3.6% | -13.6% | +10.0% | -0.1% |
| 3M | -30.4% | +2.8% | -33.2% | -30.6% |
| 6M | +12.5% | +34.5% | -22.0% | +6.3% |
| YTD | +40.5% | +41.0% | -0.6% | +32.1% |
| 1Y | +53.0% | +52.0% | +1.0% | +41.8% |
| 3Y | +796.7% | +103.5% | +693.2% | +715.7% |
| 5Y | -30.9% | -22.5% | -8.3% | -31.3% |
| 10Y | +76.1% | +81.9% | -5.8% | +52.8% |
| All | +254.5% | +913.2% | -658.7% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling