+86.1%
WULF vs TSN
-5.8%
+91.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +7.6% | -6.3% | +13.9% | +7.7% |
| 30D | -8.6% | -10.8% | +2.2% | -7.7% |
| 3M | -37.0% | -8.8% | -28.2% | -37.0% |
| 6M | +7.4% | -16.8% | +24.2% | +10.7% |
| YTD | +43.7% | -10.0% | +53.7% | +44.4% |
| 1Y | +86.1% | -5.3% | +91.4% | +82.6% |
| All | +86.1% | -5.8% | +91.9% | +82.6% |
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