+82.7%
WULF vs TKO
+989.7%
-907.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.6% |
| 7D | +1.4% | +2.3% | -0.9% | +0.9% |
| 30D | -2.6% | -2.5% | -0.1% | -2.1% |
| 3M | -34.0% | -10.6% | -23.4% | -32.3% |
| 6M | +10.0% | -5.1% | +15.0% | +10.9% |
| YTD | +45.7% | -8.2% | +53.9% | +47.7% |
| 1Y | +57.3% | -4.4% | +61.8% | +57.7% |
| 3Y | +878.9% | +100.4% | +778.6% | +733.6% |
| 5Y | -28.3% | +294.3% | -322.6% | -45.8% |
| All | +82.7% | +989.7% | -907.0% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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