+199.8%
WULF vs TXG
+27.0%
+172.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +2.7% |
| 7D | +1.4% | +9.5% | -8.1% | -1.3% |
| 30D | -2.6% | +18.8% | -21.4% | -7.6% |
| 3M | -34.0% | +136.1% | -170.1% | -50.2% |
| 6M | +10.0% | +235.2% | -225.3% | -26.4% |
| YTD | +45.7% | +320.5% | -274.8% | -10.3% |
| 1Y | +57.3% | +425.2% | -367.9% | -12.0% |
| 3Y | +878.9% | +42.9% | +836.1% | +667.3% |
| 5Y | -28.3% | -62.8% | +34.5% | -46.0% |
| All | +199.8% | +27.0% | +172.8% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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