-22.1%
WULF vs TSLQ
-17.8%
-4.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.4% | -13.1% | -4.3% |
| 7D | -12.8% | +9.8% | -22.7% | -9.7% |
| 30D | -20.9% | -6.0% | -14.8% | -21.3% |
| 3M | -38.0% | -35.0% | -3.0% | -44.4% |
| 6M | -47.5% | -24.9% | -22.6% | -47.0% |
| YTD | +1.8% | -12.7% | +14.5% | +15.4% |
| 1Y | -22.1% | -21.0% | -1.1% | -12.4% |
| All | -22.1% | -17.8% | -4.3% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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