+86.1%
WULF vs TCOM
-42.5%
+128.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +7.6% | -9.5% | +17.1% | +9.0% |
| 30D | -8.6% | -10.7% | +2.1% | -7.2% |
| 3M | -37.0% | -14.6% | -22.3% | -35.2% |
| 6M | +7.4% | -19.3% | +26.7% | +12.2% |
| YTD | +43.7% | -42.9% | +86.6% | +56.4% |
| 1Y | +86.1% | -43.8% | +129.9% | +101.6% |
| All | +86.1% | -42.5% | +128.6% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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