+82.7%
WULF vs TD
+306.3%
-223.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.2% |
| 7D | +1.4% | -0.5% | +1.9% | +1.8% |
| 30D | -2.6% | -1.9% | -0.7% | -0.9% |
| 3M | -34.0% | +4.8% | -38.7% | -36.4% |
| 6M | +10.0% | +28.0% | -18.0% | -8.8% |
| YTD | +45.7% | +30.3% | +15.4% | +20.2% |
| 1Y | +57.3% | +59.8% | -2.4% | +11.7% |
| 3Y | +878.9% | +124.7% | +754.2% | +454.9% |
| 5Y | -28.3% | +127.0% | -155.3% | -56.7% |
| All | +82.7% | +306.3% | -223.6% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling