+1,720.0%
WULF vs TMO
+4,227.5%
-2,507.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.5% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | -2.6% | +1.1% | -3.7% | -2.8% |
| 3M | -34.0% | +28.3% | -62.3% | -37.2% |
| 6M | +10.0% | +23.3% | -13.3% | +5.3% |
| YTD | +45.7% | +5.5% | +40.2% | +43.7% |
| 1Y | +57.3% | +24.5% | +32.8% | +50.1% |
| 3Y | +878.9% | +19.6% | +859.4% | +841.9% |
| 5Y | -28.3% | +8.1% | -36.4% | -29.3% |
| 10Y | +82.7% | +336.7% | -254.1% | +56.7% |
| All | +1,720.0% | +4,227.5% | -2,507.5% | +1,128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling