+878.9%
WULF vs TSEM
+645.3%
+233.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.1% | +2.6% |
| 7D | +1.4% | -4.9% | +6.3% | +4.8% |
| 30D | -2.6% | -18.7% | +16.1% | +11.5% |
| 3M | -34.0% | -18.1% | -15.8% | -28.8% |
| 6M | +10.0% | +77.1% | -67.1% | -39.4% |
| YTD | +45.7% | +80.1% | -34.4% | -23.5% |
| 1Y | +57.3% | +220.4% | -163.1% | -53.2% |
| 3Y | +878.9% | +650.1% | +228.9% | +20.6% |
| All | +878.9% | +645.3% | +233.6% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling