+1,841.8%
WULF vs TT
+9,673.9%
-7,832.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.3% |
| 7D | +21.9% | +1.6% | +20.3% | +21.5% |
| 30D | +4.6% | -7.3% | +11.9% | +6.3% |
| 3M | -30.9% | -2.6% | -28.4% | -30.5% |
| 6M | +29.9% | +5.9% | +24.0% | +29.2% |
| YTD | +55.4% | +15.4% | +40.0% | +52.3% |
| 1Y | +94.1% | +8.2% | +85.9% | +92.9% |
| 3Y | +892.2% | +122.7% | +769.6% | +794.1% |
| 5Y | -26.7% | +145.0% | -171.7% | -34.9% |
| 10Y | +94.0% | +893.7% | -799.8% | +48.6% |
| All | +1,841.8% | +9,673.9% | -7,832.2% | +1,091.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling