+901.8%
WULF vs TMF
-42.1%
+943.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.7% |
| 7D | +15.6% | -0.9% | +16.5% | +15.8% |
| 30D | +5.7% | -1.0% | +6.7% | +5.9% |
| 3M | -32.3% | -11.3% | -21.0% | -30.5% |
| 6M | +23.7% | -22.7% | +46.4% | +30.0% |
| YTD | +49.1% | -17.3% | +66.4% | +54.9% |
| 1Y | +66.3% | -22.5% | +88.8% | +74.5% |
| All | +901.8% | -42.1% | +943.8% | +1,032.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling