+182.8%
WULF vs TDG
+13,008.0%
-12,825.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.5% |
| 7D | +1.4% | -1.9% | +3.3% | +1.7% |
| 30D | -2.6% | -7.7% | +5.1% | -1.2% |
| 3M | -34.0% | -9.3% | -24.6% | -32.8% |
| 6M | +10.0% | -9.4% | +19.4% | +12.1% |
| YTD | +45.7% | -14.3% | +59.9% | +49.5% |
| 1Y | +57.3% | -11.8% | +69.2% | +60.5% |
| 3Y | +878.9% | +52.0% | +827.0% | +817.9% |
| 5Y | -28.3% | +128.8% | -157.1% | -36.2% |
| 10Y | +82.7% | +543.8% | -461.2% | +46.5% |
| All | +182.8% | +13,008.0% | -12,825.1% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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