+42.6%
WULF vs TYL
+185.3%
-142.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.9% | +5.5% | +6.1% |
| 7D | +14.2% | +0.5% | +13.6% | +13.8% |
| 30D | -0.1% | +25.2% | -25.2% | -7.5% |
| 3M | -20.2% | +31.8% | -52.0% | -28.2% |
| 6M | -42.8% | +36.3% | -79.1% | -50.6% |
| YTD | +16.3% | -6.3% | +22.5% | +15.1% |
| 1Y | +8.0% | -9.5% | +17.5% | +8.6% |
| 3Y | +1,263.3% | +1.6% | +1,261.6% | +1,170.9% |
| 5Y | -53.5% | -21.8% | -31.7% | -56.9% |
| 10Y | +42.6% | +183.3% | -140.7% | +43.9% |
| All | +42.6% | +185.3% | -142.7% | +43.9% |
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