+1,841.8%
WULF vs TFC
+1,603.3%
+238.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.1% | +10.3% | +8.6% |
| 7D | +21.9% | +2.2% | +19.7% | +21.4% |
| 30D | +4.6% | -2.5% | +7.0% | +5.0% |
| 3M | -30.9% | +4.5% | -35.5% | -31.7% |
| 6M | +29.9% | +11.0% | +18.9% | +27.2% |
| YTD | +55.4% | +5.9% | +49.5% | +53.5% |
| 1Y | +94.1% | +14.6% | +79.6% | +89.1% |
| 3Y | +892.2% | +96.7% | +795.5% | +816.3% |
| 5Y | -26.7% | +15.6% | -42.3% | -29.1% |
| 10Y | +94.0% | +98.6% | -4.6% | +80.9% |
| All | +1,841.8% | +1,603.3% | +238.4% | +1,629.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling