+86.9%
WULF vs TYL
+102.8%
-15.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.6% |
| 7D | +15.6% | -8.6% | +24.2% | +18.8% |
| 30D | +5.7% | +7.5% | -1.8% | +2.5% |
| 3M | -32.3% | +10.9% | -43.2% | -36.3% |
| 6M | +23.7% | -6.7% | +30.4% | +22.3% |
| YTD | +49.1% | -24.5% | +73.6% | +59.5% |
| 1Y | +66.3% | -38.6% | +104.9% | +96.0% |
| 3Y | +851.7% | -12.6% | +864.3% | +830.9% |
| 5Y | -30.9% | -28.2% | -2.7% | -31.1% |
| 10Y | +86.9% | +104.0% | -17.1% | +104.9% |
| All | +86.9% | +102.8% | -15.9% | +104.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling