+892.2%
WULF vs TPR
+292.6%
+599.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.7% | +11.9% | +9.7% |
| 7D | +21.9% | -3.4% | +25.3% | +23.4% |
| 30D | +4.6% | -27.3% | +31.9% | +18.1% |
| 3M | -30.9% | -16.2% | -14.7% | -27.2% |
| 6M | +29.9% | -17.9% | +47.8% | +38.4% |
| YTD | +55.4% | -7.1% | +62.6% | +57.3% |
| 1Y | +94.1% | +13.6% | +80.5% | +79.4% |
| 3Y | +892.2% | +293.7% | +598.5% | +185.0% |
| All | +892.2% | +292.6% | +599.6% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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