+37.7%
WULF vs TTD
+445.4%
-407.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.5% |
| 7D | +11.0% | +21.3% | -10.3% | +6.6% |
| 30D | +9.4% | +28.7% | -19.4% | +3.7% |
| 3M | -22.6% | +7.7% | -30.3% | -24.2% |
| 6M | -45.4% | -23.5% | -21.9% | -43.6% |
| YTD | +9.8% | -58.7% | +68.5% | +27.9% |
| 1Y | +8.0% | -63.4% | +71.5% | +29.1% |
| 3Y | +1,149.5% | -75.3% | +1,224.8% | +1,477.9% |
| 5Y | -55.6% | -84.4% | +28.8% | -43.2% |
| 10Y | +34.7% | +516.1% | -481.4% | +52.8% |
| All | +37.7% | +445.4% | -407.7% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling