-22.1%
WULF vs TEM
-11.1%
-11.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.8% | -3.8% | -5.7% |
| 7D | -12.8% | -1.3% | -11.5% | -12.6% |
| 30D | -20.9% | -9.5% | -11.4% | -19.0% |
| 3M | -38.0% | +60.7% | -98.7% | -50.4% |
| 6M | -47.5% | +35.5% | -83.0% | -55.7% |
| YTD | +1.8% | +28.0% | -26.2% | -16.4% |
| 1Y | -22.1% | -10.5% | -11.5% | -14.8% |
| All | -22.1% | -11.1% | -11.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling