+6,125.8%
TER vs WULF
+1,841.8%
+4,284.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.2% | -4.0% | +3.6% |
| 7D | +11.0% | +21.9% | -11.0% | +9.4% |
| 30D | -1.9% | +4.6% | -6.4% | -2.2% |
| 3M | -0.7% | -30.9% | +30.3% | +1.9% |
| 6M | +36.4% | +29.9% | +6.5% | +34.7% |
| YTD | +92.4% | +55.4% | +37.0% | +87.9% |
| 1Y | +213.5% | +94.1% | +119.4% | +200.4% |
| 3Y | +277.2% | +892.2% | -615.0% | +214.7% |
| 5Y | +219.1% | -26.7% | +245.9% | +171.3% |
| 10Y | +1,744.2% | +94.0% | +1,650.3% | +1,370.8% |
| All | +6,125.8% | +1,841.8% | +4,284.1% | +4,420.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WULF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling