-22.1%
WULF vs TKO
+5.6%
-27.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.4% | -10.0% | -7.5% |
| 7D | -12.8% | +11.3% | -24.1% | -15.5% |
| 30D | -20.9% | +9.3% | -30.2% | -23.0% |
| 3M | -38.0% | +5.3% | -43.3% | -39.2% |
| 6M | -47.5% | +4.9% | -52.4% | -49.1% |
| YTD | +1.8% | -6.3% | +8.1% | +3.8% |
| 1Y | -22.1% | +4.9% | -27.0% | -32.0% |
| All | -22.1% | +5.6% | -27.7% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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