-22.1%
WULF vs TMO
+26.9%
-49.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.1% | -7.7% | -7.0% |
| 7D | -12.8% | +0.3% | -13.1% | -12.9% |
| 30D | -20.9% | +4.3% | -25.2% | -21.7% |
| 3M | -38.0% | +25.1% | -63.2% | -41.7% |
| 6M | -47.5% | +52.9% | -100.4% | -55.6% |
| YTD | +1.8% | +22.2% | -20.4% | -3.9% |
| 1Y | -22.1% | +25.4% | -47.4% | -27.9% |
| All | -22.1% | +26.9% | -49.0% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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