+901.8%
WULF vs TT
+120.7%
+781.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.6% |
| 7D | +15.6% | +1.4% | +14.2% | +13.9% |
| 30D | +5.7% | -6.7% | +12.4% | +14.3% |
| 3M | -32.3% | -5.4% | -26.9% | -28.4% |
| 6M | +23.7% | +4.4% | +19.3% | +18.7% |
| YTD | +49.1% | +14.9% | +34.2% | +29.4% |
| 1Y | +66.3% | +9.3% | +57.1% | +53.0% |
| All | +901.8% | +120.7% | +781.1% | +530.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling