+57.3%
WULF vs TPG
-16.9%
+74.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.2% |
| 7D | +1.4% | -9.4% | +10.8% | +4.6% |
| 30D | -2.6% | -5.3% | +2.6% | -1.7% |
| 3M | -34.0% | +12.9% | -46.9% | -38.0% |
| 6M | +10.0% | +20.1% | -10.1% | +0.4% |
| YTD | +45.7% | -22.5% | +68.2% | +59.3% |
| 1Y | +57.3% | -19.7% | +77.0% | +76.5% |
| All | +57.3% | -16.9% | +74.2% | +76.5% |
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