-55.4%
WULF vs TYL
-22.0%
-33.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.1% |
| 7D | +0.2% | +4.3% | -4.1% | -2.0% |
| 30D | -8.8% | +28.0% | -36.7% | -19.9% |
| 3M | -22.5% | +32.3% | -54.8% | -34.4% |
| 6M | -46.3% | +29.9% | -76.2% | -56.2% |
| YTD | +9.3% | -7.1% | +16.4% | +9.3% |
| 1Y | -12.2% | -9.2% | -2.9% | -10.9% |
| 3Y | +1,181.6% | +0.7% | +1,180.9% | +965.2% |
| 5Y | -55.4% | -21.1% | -34.4% | -58.2% |
| All | -55.4% | -22.0% | -33.4% | -58.2% |
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