+34.7%
WULF vs TMF
-82.1%
+116.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.9% | -3.1% |
| 7D | +11.0% | -9.3% | +20.3% | +11.6% |
| 30D | +9.4% | +1.9% | +7.4% | +9.1% |
| 3M | -22.6% | -11.2% | -11.4% | -22.2% |
| 6M | -45.4% | -17.7% | -27.7% | -44.8% |
| YTD | +9.8% | -24.5% | +34.3% | +11.5% |
| 1Y | +8.0% | -29.4% | +37.5% | +10.0% |
| 3Y | +1,149.5% | -33.4% | +1,182.9% | +1,181.4% |
| 5Y | -55.6% | -88.7% | +33.1% | -58.0% |
| All | +34.7% | -82.1% | +116.8% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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