-44.6%
WULF vs TOST
-48.6%
+4.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.6% |
| 7D | +29.4% | -4.7% | +34.0% | +32.1% |
| 30D | -1.3% | +8.5% | -9.8% | -5.5% |
| 3M | -24.1% | -1.6% | -22.6% | -24.8% |
| 6M | -42.8% | +44.1% | -86.9% | -53.9% |
| YTD | +13.5% | -5.6% | +19.1% | +8.8% |
| 1Y | +3.2% | -12.6% | +15.7% | +2.5% |
| 3Y | +1,230.6% | +137.6% | +1,093.1% | +704.6% |
| 5Y | -54.1% | -30.4% | -23.8% | -67.2% |
| All | -44.6% | -48.6% | +4.1% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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