+76.1%
WULF vs TT
+954.8%
-878.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.2% |
| 7D | -0.6% | -1.0% | +0.4% | +0.1% |
| 30D | -3.6% | -8.9% | +5.3% | +2.1% |
| 3M | -30.4% | -1.8% | -28.6% | -29.6% |
| 6M | +12.5% | +1.9% | +10.6% | +12.6% |
| YTD | +40.5% | +13.8% | +26.7% | +32.7% |
| 1Y | +53.0% | +6.1% | +46.8% | +50.7% |
| 3Y | +796.7% | +119.6% | +677.1% | +564.7% |
| 5Y | -30.9% | +145.9% | -176.7% | -52.4% |
| All | +76.1% | +954.8% | -878.7% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling