-11.6%
TDG vs WOLF
+44.0%
-55.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +1.1% |
| 7D | -1.9% | -8.6% | +6.7% | -1.6% |
| 30D | -7.7% | -18.3% | +10.6% | -7.2% |
| 3M | -9.3% | -43.1% | +33.8% | -8.0% |
| 6M | -9.4% | +42.4% | -51.8% | -12.9% |
| YTD | -14.3% | +48.9% | -63.1% | -17.9% |
| All | -11.6% | +44.0% | -55.6% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling