+679.9%
WULF vs TD
+7,781.3%
-7,101.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -6.0% |
| 7D | -0.6% | -2.6% | +2.0% | 0.0% |
| 30D | -3.6% | -1.0% | -2.6% | -3.3% |
| 3M | -30.4% | +5.6% | -36.0% | -31.2% |
| 6M | +12.5% | +27.1% | -14.6% | +6.8% |
| YTD | +40.5% | +29.4% | +11.1% | +33.2% |
| 1Y | +53.0% | +60.7% | -7.7% | +38.6% |
| 3Y | +796.7% | +127.6% | +669.1% | +662.9% |
| 5Y | -30.9% | +125.4% | -156.3% | -39.9% |
| 10Y | +76.1% | +300.4% | -224.3% | +45.8% |
| All | +679.9% | +7,781.3% | -7,101.4% | +641.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling