+538.1%
WULF vs TTMI
+488.7%
+49.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.2% | -5.6% |
| 7D | -0.6% | +6.0% | -6.6% | -1.3% |
| 30D | -3.6% | -6.4% | +2.8% | -2.7% |
| 3M | -30.4% | -28.9% | -1.5% | -27.0% |
| 6M | +12.5% | +26.9% | -14.4% | +9.8% |
| YTD | +40.5% | +77.3% | -36.8% | +31.6% |
| 1Y | +53.0% | +147.5% | -94.5% | +38.0% |
| 3Y | +796.7% | +847.6% | -51.0% | +617.9% |
| 5Y | -30.9% | +802.2% | -833.1% | -44.4% |
| 10Y | +76.1% | +1,076.3% | -1,000.2% | +36.7% |
| All | +538.1% | +488.7% | +49.4% | +306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling