+76.1%
WULF vs TMF
-86.4%
+162.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.4% | -2.4% | -5.6% |
| 7D | -0.6% | -4.8% | +4.2% | -0.3% |
| 30D | -3.6% | -4.9% | +1.3% | -3.4% |
| 3M | -30.4% | -13.4% | -17.0% | -29.8% |
| 6M | +12.5% | -23.0% | +35.5% | +14.1% |
| YTD | +40.5% | -20.2% | +60.7% | +42.3% |
| 1Y | +53.0% | -26.5% | +79.5% | +55.5% |
| 3Y | +796.7% | -45.2% | +841.8% | +819.3% |
| 5Y | -30.9% | -88.4% | +57.5% | -34.5% |
| All | +76.1% | -86.4% | +162.6% | +74.3% |
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