+51.5%
TD vs WOLF
+51.6%
0.0%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | -0.9% |
| 7D | -1.9% | +2.4% | -4.3% | -2.0% |
| 30D | -1.6% | -6.9% | +5.3% | -1.4% |
| 3M | +4.6% | -44.1% | +48.7% | +6.2% |
| 6M | +26.8% | +53.6% | -26.8% | +23.6% |
| YTD | +28.3% | +56.7% | -28.4% | +25.2% |
| All | +51.5% | +51.6% | 0.0% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling