+383.5%
WULF vs TMF
-68.9%
+452.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.7% |
| 7D | +7.6% | -1.4% | +9.0% | +7.5% |
| 30D | -8.6% | -2.8% | -5.8% | -8.6% |
| 3M | -37.0% | -10.9% | -26.1% | -37.0% |
| 6M | +7.4% | -21.3% | +28.7% | +7.2% |
| YTD | +43.7% | -15.9% | +59.6% | +43.5% |
| 1Y | +86.1% | -15.7% | +101.9% | +86.0% |
| 3Y | +733.8% | -43.4% | +777.2% | +729.6% |
| 5Y | -33.6% | -87.8% | +54.2% | -39.7% |
| 10Y | +76.1% | -86.7% | +162.8% | +65.1% |
| All | +383.5% | -68.9% | +452.3% | +462.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling