-22.1%
WULF vs TYL
-10.1%
-12.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.7% | -11.3% | -3.8% |
| 7D | -12.8% | +17.3% | -30.1% | -3.6% |
| 30D | -20.9% | +28.9% | -49.8% | -7.5% |
| 3M | -38.0% | +35.1% | -73.1% | -24.8% |
| 6M | -47.5% | +29.3% | -76.8% | -35.1% |
| YTD | +1.8% | -6.8% | +8.6% | +10.4% |
| 1Y | -22.1% | -9.9% | -12.2% | -17.3% |
| All | -22.1% | -10.1% | -12.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling