+86.1%
WULF vs TJX
-4.4%
+90.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +7.6% | -2.2% | +9.8% | +6.8% |
| 30D | -8.6% | -17.1% | +8.5% | -13.1% |
| 3M | -37.0% | -16.5% | -20.5% | -39.3% |
| 6M | +7.4% | -17.8% | +25.2% | +2.7% |
| YTD | +43.7% | -13.2% | +56.9% | +40.5% |
| 1Y | +86.1% | -5.2% | +91.3% | +88.1% |
| All | +86.1% | -4.4% | +90.6% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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