-24.7%
WULF vs TRGP
+628.1%
-652.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +4.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -2.6% | +8.0% | -10.6% | -8.2% |
| 3M | -34.0% | +8.3% | -42.2% | -38.6% |
| 6M | +10.0% | +23.9% | -13.9% | -8.6% |
| YTD | +45.7% | +59.6% | -13.9% | +0.4% |
| 1Y | +57.3% | +79.4% | -22.1% | -3.0% |
| 3Y | +878.9% | +269.4% | +609.5% | +300.8% |
| All | -24.7% | +628.1% | -652.8% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 5y: compounded portfolio wealth divided by compounded TRGP 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…
5y analysis · Full analysis span regression · 6 months rolling