+82.7%
WULF vs TSN
-4.9%
+87.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.6% |
| 7D | +1.4% | +3.0% | -1.6% | +1.0% |
| 30D | -2.6% | -4.2% | +1.6% | -2.2% |
| 3M | -34.0% | -3.9% | -30.1% | -33.8% |
| 6M | +10.0% | -9.8% | +19.8% | +11.1% |
| YTD | +45.7% | -7.3% | +53.0% | +46.5% |
| 1Y | +57.3% | -2.2% | +59.5% | +57.0% |
| 3Y | +878.9% | +11.9% | +867.1% | +840.9% |
| 5Y | -28.3% | -16.9% | -11.4% | -28.8% |
| All | +82.7% | -4.9% | +87.6% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling