-30.9%
WULF vs TTD
-81.0%
+50.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -6.0% |
| 7D | -0.6% | -7.4% | +6.9% | +2.3% |
| 30D | -3.6% | +3.0% | -6.7% | -5.5% |
| 3M | -30.4% | -27.6% | -2.8% | -23.5% |
| 6M | +12.5% | -49.5% | +62.0% | +39.1% |
| YTD | +40.5% | -63.2% | +103.7% | +96.0% |
| 1Y | +53.0% | -69.7% | +122.7% | +130.6% |
| 3Y | +796.7% | -83.3% | +880.0% | +1,441.1% |
| 5Y | -30.9% | -80.8% | +49.9% | +5.5% |
| All | -30.9% | -81.0% | +50.2% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling