+915.8%
WULF vs TSEM
+8.4%
+907.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.9% |
| 7D | +15.6% | +4.7% | +10.9% | +15.1% |
| 30D | +5.7% | -14.2% | +20.0% | +7.3% |
| 3M | -32.3% | -5.0% | -27.2% | -32.1% |
| 6M | +23.7% | +87.6% | -63.9% | +17.2% |
| YTD | +49.1% | +84.4% | -35.4% | +41.4% |
| 1Y | +66.3% | +235.4% | -169.1% | +50.8% |
| 3Y | +851.7% | +668.0% | +183.7% | +728.0% |
| 5Y | -30.9% | +644.7% | -675.7% | -39.6% |
| 10Y | +86.9% | +1,326.7% | -1,239.8% | +58.8% |
| All | +915.8% | +8.4% | +907.4% | +666.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling