+94.9%
WULF vs TTD
+387.7%
-292.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.8% | +11.0% | +8.8% |
| 7D | +21.9% | +1.7% | +20.2% | +21.4% |
| 30D | +4.6% | +1.6% | +3.0% | +3.9% |
| 3M | -30.9% | -27.8% | -3.1% | -27.1% |
| 6M | +29.9% | -52.1% | +82.0% | +47.6% |
| YTD | +55.4% | -63.1% | +118.5% | +85.7% |
| 1Y | +94.1% | -73.1% | +167.2% | +147.5% |
| 3Y | +892.2% | -83.3% | +975.5% | +1,251.0% |
| 5Y | -26.7% | -80.6% | +53.9% | -5.7% |
| All | +94.9% | +387.7% | -292.8% | +128.0% |
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