+86.1%
WULF vs TSCO
-40.6%
+126.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.8% |
| 7D | +7.6% | +0.8% | +6.8% | +7.6% |
| 30D | -8.6% | +5.5% | -14.1% | -8.4% |
| 3M | -37.0% | +20.0% | -56.9% | -37.0% |
| 6M | +7.4% | -29.8% | +37.2% | +20.8% |
| YTD | +43.7% | -28.7% | +72.4% | +63.5% |
| 1Y | +86.1% | -40.9% | +127.0% | +100.1% |
| All | +86.1% | -40.6% | +126.8% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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