+536.8%
WULF vs TPR
+7,380.8%
-6,844.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +7.6% | -2.3% | +9.9% | +8.0% |
| 30D | -8.6% | -23.0% | +14.3% | -4.9% |
| 3M | -37.0% | -12.5% | -24.5% | -35.9% |
| 6M | +7.4% | -21.4% | +28.8% | +11.4% |
| YTD | +43.7% | -3.5% | +47.2% | +43.8% |
| 1Y | +86.1% | +17.4% | +68.8% | +80.5% |
| 3Y | +733.8% | +291.3% | +442.6% | +561.9% |
| 5Y | -33.6% | +241.9% | -275.5% | -46.3% |
| 10Y | +76.1% | +322.7% | -246.6% | +35.2% |
| All | +536.8% | +7,380.8% | -6,844.0% | +381.2% |
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