-22.1%
WULF vs TPG
+0.9%
-23.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.7% | -10.3% | -7.5% |
| 7D | -12.8% | +12.5% | -25.3% | -15.5% |
| 30D | -20.9% | +12.7% | -33.6% | -23.6% |
| 3M | -38.0% | +3.5% | -41.5% | -39.3% |
| 6M | -47.5% | +14.1% | -61.6% | -50.4% |
| YTD | +1.8% | -18.5% | +20.3% | +6.8% |
| 1Y | -22.1% | -1.8% | -20.3% | -13.8% |
| All | -22.1% | +0.9% | -23.0% | -13.8% |
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