+878.9%
WULF vs TMO
+19.5%
+859.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.1% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | -2.6% | +1.1% | -3.7% | -3.3% |
| 3M | -34.0% | +28.3% | -62.3% | -44.2% |
| 6M | +10.0% | +23.3% | -13.3% | -5.2% |
| YTD | +45.7% | +5.5% | +40.2% | +40.2% |
| 1Y | +57.3% | +24.5% | +32.8% | +32.1% |
| 3Y | +878.9% | +19.6% | +859.4% | +768.5% |
| All | +878.9% | +19.5% | +859.5% | +768.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling