-24.7%
WULF vs TSN
-17.2%
-7.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.5% |
| 7D | +1.4% | +3.0% | -1.6% | +0.7% |
| 30D | -2.6% | -4.2% | +1.6% | -1.8% |
| 3M | -34.0% | -3.9% | -30.1% | -33.8% |
| 6M | +10.0% | -9.8% | +19.8% | +12.2% |
| YTD | +45.7% | -7.3% | +53.0% | +47.1% |
| 1Y | +57.3% | -2.2% | +59.5% | +55.8% |
| 3Y | +878.9% | +11.9% | +867.1% | +755.7% |
| All | -24.7% | -17.2% | -7.6% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling