+337.0%
WULF vs TEM
+53.2%
+283.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.7% | +0.6% | -2.7% |
| 7D | +15.6% | -1.1% | +16.7% | +16.0% |
| 30D | +5.7% | +11.3% | -5.6% | +1.4% |
| 3M | -32.3% | +25.5% | -57.8% | -38.2% |
| 6M | +23.7% | +17.1% | +6.6% | +14.0% |
| YTD | +49.1% | +3.8% | +45.3% | +41.7% |
| 1Y | +66.3% | -24.4% | +90.7% | +70.4% |
| All | +337.0% | +53.2% | +283.8% | +348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling