+901.8%
WULF vs TTD
-83.6%
+985.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | +15.6% | -4.6% | +20.2% | +17.1% |
| 30D | +5.7% | +3.7% | +2.1% | +4.0% |
| 3M | -32.3% | -30.2% | -2.1% | -26.0% |
| 6M | +23.7% | -51.4% | +75.1% | +49.7% |
| YTD | +49.1% | -63.4% | +112.5% | +99.3% |
| 1Y | +66.3% | -73.5% | +139.8% | +150.1% |
| All | +901.8% | -83.6% | +985.4% | +1,600.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling