+57.3%
WULF vs TSLQ
-49.6%
+107.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.4% |
| 7D | +1.4% | -6.6% | +8.0% | -0.3% |
| 30D | -2.6% | -24.3% | +21.7% | -9.3% |
| 3M | -34.0% | -3.6% | -30.4% | -31.3% |
| 6M | +10.0% | -12.0% | +21.9% | +17.4% |
| YTD | +45.7% | +1.4% | +44.3% | +63.8% |
| 1Y | +57.3% | -43.6% | +100.9% | +74.1% |
| All | +57.3% | -49.6% | +107.0% | +74.1% |
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