+372.7%
WULF vs TCOM
+2,536.0%
-2,163.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -5.6% |
| 7D | -0.6% | -6.5% | +6.0% | +0.3% |
| 30D | -3.6% | -16.2% | +12.6% | -1.5% |
| 3M | -30.4% | -19.3% | -11.1% | -28.7% |
| 6M | +12.5% | -27.2% | +39.7% | +16.9% |
| YTD | +40.5% | -46.2% | +86.7% | +51.4% |
| 1Y | +53.0% | -46.6% | +99.6% | +64.9% |
| 3Y | +796.7% | +8.4% | +788.3% | +777.7% |
| 5Y | -30.9% | +25.8% | -56.7% | -34.4% |
| 10Y | +76.1% | -11.9% | +88.0% | +67.3% |
| All | +372.7% | +2,536.0% | -2,163.4% | +191.9% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling