+386.8%
WULF vs TPR
+8,009.8%
-7,623.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.2% |
| 7D | +11.0% | -0.3% | +11.3% | +11.1% |
| 30D | +9.4% | +15.1% | -5.8% | +6.4% |
| 3M | -22.6% | +3.5% | -26.1% | -23.6% |
| 6M | -45.4% | +0.4% | -45.9% | -46.1% |
| YTD | +9.8% | +4.6% | +5.2% | +8.0% |
| 1Y | +8.0% | +33.1% | -25.1% | +2.2% |
| 3Y | +1,149.5% | +396.0% | +753.5% | +850.9% |
| 5Y | -55.6% | +230.3% | -285.9% | -64.4% |
| 10Y | +34.7% | +368.4% | -333.7% | +1.5% |
| All | +386.8% | +8,009.8% | -7,623.0% | +261.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling