+86.1%
WULF vs TMO
+27.8%
+58.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +7.6% | -1.4% | +8.9% | +7.8% |
| 30D | -8.6% | +6.2% | -14.9% | -9.4% |
| 3M | -37.0% | +27.5% | -64.4% | -40.2% |
| 6M | +7.4% | +20.0% | -12.5% | +3.3% |
| YTD | +43.7% | +6.1% | +37.6% | +39.5% |
| 1Y | +86.1% | +25.8% | +60.3% | +90.4% |
| All | +86.1% | +27.8% | +58.3% | +90.4% |
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