+82.7%
WULF vs TFC
+98.7%
-16.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | -2.4% | +3.8% | +2.5% |
| 30D | -2.6% | -3.4% | +0.7% | -1.2% |
| 3M | -34.0% | +0.4% | -34.4% | -34.8% |
| 6M | +10.0% | +12.7% | -2.7% | +3.2% |
| YTD | +45.7% | +5.6% | +40.1% | +40.7% |
| 1Y | +57.3% | +16.0% | +41.3% | +45.5% |
| 3Y | +878.9% | +94.0% | +785.0% | +687.4% |
| 5Y | -28.3% | +16.2% | -44.5% | -35.4% |
| All | +82.7% | +98.7% | -16.1% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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