-22.1%
WULF vs TSN
+19.9%
-42.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.4% | -12.0% | -6.0% |
| 7D | -12.8% | +8.4% | -21.3% | -12.1% |
| 30D | -20.9% | +16.1% | -37.0% | -20.6% |
| 3M | -38.0% | +3.2% | -41.2% | -37.4% |
| 6M | -47.5% | -11.1% | -36.4% | -44.2% |
| YTD | +1.8% | +5.1% | -3.2% | +2.0% |
| 1Y | -22.1% | +19.4% | -41.5% | -29.3% |
| All | -22.1% | +19.9% | -42.0% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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