-26.7%
WULF vs TYL
-28.2%
+1.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -4.5% | +12.6% | +10.4% |
| 7D | +21.9% | -7.6% | +29.5% | +26.5% |
| 30D | +4.6% | +11.3% | -6.8% | -2.4% |
| 3M | -30.9% | +14.5% | -45.4% | -38.7% |
| 6M | +29.9% | -7.1% | +37.0% | +28.3% |
| YTD | +55.4% | -23.4% | +78.8% | +73.4% |
| 1Y | +94.1% | -38.6% | +132.7% | +160.4% |
| 3Y | +892.2% | -11.3% | +903.5% | +758.6% |
| 5Y | -26.7% | -28.0% | +1.2% | -25.3% |
| All | -26.7% | -28.2% | +1.4% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling