-22.1%
WULF vs TT
-6.5%
-15.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -5.0% | -4.6% |
| 7D | -12.8% | -8.5% | -4.3% | -2.8% |
| 30D | -20.9% | -12.8% | -8.1% | -6.4% |
| 3M | -38.0% | -12.9% | -25.2% | -26.7% |
| 6M | -47.5% | -15.2% | -32.3% | -36.0% |
| YTD | +1.8% | +6.2% | -4.4% | -2.4% |
| 1Y | -22.1% | -4.5% | -17.5% | -8.5% |
| All | -22.1% | -6.5% | -15.6% | -8.5% |
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