+53.0%
WULF vs TYL
-39.8%
+92.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -6.7% |
| 7D | -0.6% | -11.5% | +11.0% | -5.8% |
| 30D | -3.6% | +3.9% | -7.5% | -1.3% |
| 3M | -30.4% | +10.8% | -41.2% | -25.7% |
| 6M | +12.5% | -5.3% | +17.8% | +18.6% |
| YTD | +40.5% | -26.1% | +66.6% | +45.0% |
| 1Y | +53.0% | -38.5% | +91.5% | +64.9% |
| All | +53.0% | -39.8% | +92.8% | +64.9% |
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 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