-30.9%
WULF vs TMF
-88.0%
+57.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.8% |
| 7D | +15.6% | -0.9% | +16.5% | +15.8% |
| 30D | +5.7% | -1.0% | +6.7% | +5.8% |
| 3M | -32.3% | -11.3% | -21.0% | -31.0% |
| 6M | +23.7% | -22.7% | +46.4% | +28.4% |
| YTD | +49.1% | -17.3% | +66.4% | +53.3% |
| 1Y | +66.3% | -22.5% | +88.8% | +72.3% |
| 3Y | +851.7% | -43.2% | +894.9% | +916.6% |
| 5Y | -30.9% | -88.3% | +57.4% | -34.6% |
| All | -30.9% | -88.0% | +57.0% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling