-20.7%
TLT vs WULF
+82.7%
-103.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.1% |
| 7D | -1.6% | +1.4% | -3.0% | -1.6% |
| 30D | -1.1% | -2.6% | +1.5% | -1.1% |
| 3M | -4.9% | -34.0% | +29.1% | -4.7% |
| 6M | -5.0% | +10.0% | -15.0% | -5.1% |
| YTD | -4.4% | +45.7% | -50.1% | -4.6% |
| 1Y | -6.4% | +57.3% | -63.7% | -6.7% |
| 3Y | -2.0% | +878.9% | -880.9% | -3.6% |
| 5Y | -35.0% | -28.3% | -6.7% | -36.5% |
| All | -20.7% | +82.7% | -103.4% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling