-22.1%
WULF vs TSEM
+79.9%
-101.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -8.7% | +2.1% | -2.0% |
| 7D | -12.8% | -23.1% | +10.3% | +0.1% |
| 30D | -20.9% | -40.4% | +19.5% | +3.2% |
| 3M | -38.0% | -37.9% | -0.2% | -21.9% |
| 6M | -47.5% | -30.8% | -16.7% | -40.1% |
| YTD | +1.8% | +26.7% | -24.9% | -17.1% |
| 1Y | -22.1% | +80.5% | -102.5% | -46.3% |
| All | -22.1% | +79.9% | -101.9% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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