+82.7%
WULF vs TTD
+398.8%
-316.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | -2.6% | +6.3% | -8.9% | -4.2% |
| 3M | -34.0% | -24.1% | -9.8% | -31.0% |
| 6M | +10.0% | -47.4% | +57.4% | +22.5% |
| YTD | +45.7% | -62.2% | +107.9% | +73.3% |
| 1Y | +57.3% | -68.3% | +125.6% | +93.9% |
| 3Y | +878.9% | -83.4% | +962.4% | +1,235.1% |
| 5Y | -28.3% | -80.3% | +52.0% | -8.1% |
| All | +82.7% | +398.8% | -316.1% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling