+972.6%
WULF vs TOST
+96.7%
+876.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.4% | +14.2% | +13.4% |
| 7D | -3.1% | +9.4% | -12.5% | -7.7% |
| 30D | -21.0% | +13.5% | -34.5% | -26.1% |
| 3M | -35.5% | -0.1% | -35.3% | -36.6% |
| 6M | -55.8% | +22.5% | -78.3% | -62.3% |
| YTD | -1.0% | -2.4% | +1.3% | -6.0% |
| 1Y | -20.4% | -4.7% | -15.7% | -23.5% |
| 3Y | +972.6% | +103.2% | +869.4% | +435.0% |
| All | +972.6% | +96.7% | +876.0% | +435.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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