+52.8%
TD vs WOLF
+39.8%
+13.0%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.7% | +8.6% | +1.2% |
| 7D | -2.6% | -6.2% | +3.7% | -2.3% |
| 30D | -1.0% | -16.5% | +15.5% | -0.4% |
| 3M | +5.6% | -42.0% | +47.7% | +7.1% |
| 6M | +27.1% | +51.8% | -24.7% | +24.2% |
| YTD | +29.4% | +44.6% | -15.2% | +26.7% |
| All | +52.8% | +39.8% | +13.0% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 10y: compounded portfolio wealth divided by compounded WOLF 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…
10y analysis · Full analysis span regression · 6 months rolling