+86.1%
WULF vs TT
+10.3%
+75.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.1% |
| 7D | +7.6% | -0.2% | +7.8% | +8.0% |
| 30D | -8.6% | -7.4% | -1.3% | -0.5% |
| 3M | -37.0% | -3.2% | -33.8% | -35.3% |
| 6M | +7.4% | +1.1% | +6.3% | +6.1% |
| YTD | +43.7% | +15.6% | +28.1% | +30.1% |
| 1Y | +86.1% | +9.2% | +77.0% | +90.4% |
| All | +86.1% | +10.3% | +75.8% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling