+1,762.4%
WULF vs TSN
+533.4%
+1,229.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.0% |
| 7D | +15.6% | -7.3% | +22.9% | +15.9% |
| 30D | +5.7% | -8.6% | +14.4% | +6.1% |
| 3M | -32.3% | -7.5% | -24.8% | -32.1% |
| 6M | +23.7% | -14.1% | +37.8% | +24.4% |
| YTD | +49.1% | -9.4% | +58.5% | +49.6% |
| 1Y | +66.3% | -4.1% | +70.4% | +66.4% |
| 3Y | +851.7% | +10.3% | +841.3% | +842.3% |
| 5Y | -30.9% | -19.7% | -11.2% | -30.8% |
| 10Y | +86.9% | -7.0% | +93.9% | +85.8% |
| All | +1,762.4% | +533.4% | +1,229.0% | +1,726.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling