+86.1%
WULF vs TPG
-6.0%
+92.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | +7.6% | -2.4% | +10.0% | +8.4% |
| 30D | -8.6% | +11.1% | -19.7% | -12.7% |
| 3M | -37.0% | +26.3% | -63.2% | -42.8% |
| 6M | +7.4% | +18.3% | -10.9% | -0.1% |
| YTD | +43.7% | -14.4% | +58.1% | +52.1% |
| 1Y | +86.1% | -6.7% | +92.9% | +97.1% |
| All | +86.1% | -6.0% | +92.1% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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