-45.4%
WULF vs TTD
-25.0%
-20.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.3% |
| 7D | +11.0% | +21.3% | -10.3% | +9.7% |
| 30D | +9.4% | +28.7% | -19.4% | +8.7% |
| 3M | -22.6% | +7.7% | -30.3% | -24.5% |
| 6M | -45.4% | -23.5% | -21.9% | -47.6% |
| All | -45.4% | -25.0% | -20.5% | -47.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling