+136.1%
WULF vs TEL
+707.2%
-571.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | -0.6% | -2.3% | +1.7% | +0.2% |
| 30D | -3.6% | -6.1% | +2.4% | -1.6% |
| 3M | -30.4% | +1.7% | -32.1% | -30.8% |
| 6M | +12.5% | +1.6% | +10.9% | +12.4% |
| YTD | +40.5% | -9.1% | +49.5% | +46.2% |
| 1Y | +53.0% | -1.7% | +54.6% | +55.9% |
| 3Y | +796.7% | +67.3% | +729.3% | +711.9% |
| 5Y | -30.9% | +52.1% | -83.0% | -36.2% |
| 10Y | +76.1% | +299.3% | -223.2% | +45.3% |
| All | +136.1% | +707.2% | -571.1% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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