-24.7%
WULF vs TRI
-10.0%
-14.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.3% |
| 7D | +1.4% | -7.9% | +9.3% | +3.3% |
| 30D | -2.6% | -4.5% | +1.9% | -2.1% |
| 3M | -34.0% | +22.1% | -56.1% | -41.4% |
| 6M | +10.0% | -2.8% | +12.8% | +7.2% |
| YTD | +45.7% | -23.4% | +69.1% | +67.6% |
| 1Y | +57.3% | -41.5% | +98.9% | +136.6% |
| 3Y | +878.9% | -19.2% | +898.2% | +809.9% |
| All | -24.7% | -10.0% | -14.7% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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