+39.2%
WULF vs TYL
+183.3%
-144.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | +29.4% | -1.6% | +30.9% | +29.8% |
| 30D | -1.3% | +22.1% | -23.4% | -7.9% |
| 3M | -24.1% | +33.4% | -57.5% | -32.0% |
| 6M | -42.8% | +36.8% | -79.6% | -50.7% |
| YTD | +13.5% | -6.7% | +20.2% | +12.5% |
| 1Y | +3.2% | -9.2% | +12.4% | +3.5% |
| 3Y | +1,230.6% | +1.2% | +1,229.4% | +1,142.0% |
| 5Y | -54.1% | -23.0% | -31.1% | -57.4% |
| All | +39.2% | +183.3% | -144.1% | +40.7% |
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