-22.1%
WULF vs TTMI
+9.6%
-31.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -10.1% | +3.5% | -0.7% |
| 7D | -12.8% | -19.2% | +6.4% | -1.1% |
| 30D | -20.9% | -44.9% | +24.0% | +9.2% |
| 3M | -38.0% | -44.7% | +6.7% | -15.0% |
| 6M | -47.5% | -53.4% | +5.9% | -22.1% |
| YTD | +1.8% | +6.3% | -4.5% | -6.0% |
| 1Y | -22.1% | +10.7% | -32.7% | -30.0% |
| All | -22.1% | +9.6% | -31.7% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling