+189.0%
WULF vs TXG
+22.9%
+166.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -5.4% |
| 7D | -0.6% | +5.0% | -5.6% | -2.0% |
| 30D | -3.6% | +13.5% | -17.2% | -7.4% |
| 3M | -30.4% | +128.0% | -158.4% | -47.0% |
| 6M | +12.5% | +224.4% | -212.0% | -24.0% |
| YTD | +40.5% | +307.0% | -266.5% | -12.6% |
| 1Y | +53.0% | +427.2% | -374.3% | -14.6% |
| 3Y | +796.7% | +40.2% | +756.5% | +607.2% |
| 5Y | -30.9% | -64.0% | +33.1% | -47.5% |
| All | +189.0% | +22.9% | +166.1% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling