+200.2%
WULF vs TRGP
+2,242.0%
-2,041.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | +15.6% | -0.7% | +16.3% | +15.8% |
| 30D | +5.7% | +9.5% | -3.7% | +3.9% |
| 3M | -32.3% | +10.8% | -43.1% | -33.8% |
| 6M | +23.7% | +25.3% | -1.7% | +17.9% |
| YTD | +49.1% | +60.3% | -11.2% | +36.0% |
| 1Y | +66.3% | +84.6% | -18.2% | +47.2% |
| 3Y | +851.7% | +264.4% | +587.3% | +680.6% |
| 5Y | -30.9% | +636.6% | -667.5% | -47.4% |
| 10Y | +86.9% | +848.9% | -762.0% | +35.7% |
| All | +200.2% | +2,242.0% | -2,041.8% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling