+34.7%
WULF vs TT
+725.1%
-690.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.3% |
| 7D | +11.0% | +4.0% | +7.0% | +8.4% |
| 30D | +9.4% | -11.3% | +20.7% | +18.9% |
| 3M | -22.6% | -12.3% | -10.3% | -15.1% |
| 6M | -45.4% | -10.8% | -34.6% | -40.6% |
| YTD | +9.8% | +8.2% | +1.7% | +8.2% |
| 1Y | +8.0% | +1.5% | +6.6% | +10.5% |
| 3Y | +1,149.5% | +91.5% | +1,058.0% | +898.1% |
| 5Y | -55.6% | +130.2% | -185.8% | -68.1% |
| All | +34.7% | +725.1% | -690.4% | -19.8% |
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