+901.8%
WULF vs TAP
-33.0%
+934.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.2% |
| 7D | +15.6% | -5.1% | +20.7% | +15.2% |
| 30D | +5.7% | -8.4% | +14.2% | +5.2% |
| 3M | -32.3% | -3.9% | -28.4% | -32.5% |
| 6M | +23.7% | -14.4% | +38.1% | +24.6% |
| YTD | +49.1% | -14.7% | +63.8% | +49.2% |
| 1Y | +66.3% | -18.7% | +85.0% | +67.4% |
| All | +901.8% | -33.0% | +934.8% | +1,011.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling