+401.7%
WULF vs TCOM
+2,569.4%
-2,167.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.7% |
| 7D | +15.6% | -10.2% | +25.8% | +17.1% |
| 30D | +5.7% | -16.8% | +22.6% | +8.2% |
| 3M | -32.3% | -16.7% | -15.6% | -30.9% |
| 6M | +23.7% | -27.1% | +50.8% | +28.5% |
| YTD | +49.1% | -45.5% | +94.6% | +60.4% |
| 1Y | +66.3% | -45.9% | +112.2% | +78.9% |
| 3Y | +851.7% | +9.8% | +841.9% | +830.0% |
| 5Y | -30.9% | +23.8% | -54.7% | -34.4% |
| 10Y | +86.9% | -10.8% | +97.7% | +77.2% |
| All | +401.7% | +2,569.4% | -2,167.8% | +209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling