+131.2%
TLT vs WULF
+923.3%
-792.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.2% | -8.2% | 0.0% |
| 7D | +0.4% | +21.9% | -21.5% | +0.4% |
| 30D | -0.3% | +4.6% | -4.9% | -0.3% |
| 3M | -1.7% | -30.9% | +29.2% | -1.8% |
| 6M | -4.9% | +29.9% | -34.8% | -4.8% |
| YTD | -2.8% | +55.4% | -58.2% | -2.6% |
| 1Y | -4.2% | +94.1% | -98.3% | -3.9% |
| 3Y | -1.1% | +892.2% | -893.3% | +0.1% |
| 5Y | -33.7% | -26.7% | -7.0% | -33.7% |
| 10Y | -20.7% | +94.0% | -114.7% | -18.5% |
| All | +131.2% | +923.3% | -792.1% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling