+86.1%
WULF vs TTD
-73.2%
+159.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +1.6% |
| 7D | +7.6% | +6.3% | +1.2% | +7.8% |
| 30D | -8.6% | -23.9% | +15.3% | -9.0% |
| 3M | -37.0% | -31.4% | -5.6% | -37.0% |
| 6M | +7.4% | -42.7% | +50.1% | +8.7% |
| YTD | +43.7% | -62.0% | +105.7% | +53.3% |
| 1Y | +86.1% | -72.2% | +158.3% | +102.2% |
| All | +86.1% | -73.2% | +159.4% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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