+4.2%
TDY vs WOLF
+44.0%
-39.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +1.0% |
| 7D | -1.1% | -8.6% | +7.4% | -0.5% |
| 30D | -12.0% | -18.3% | +6.2% | -10.9% |
| 3M | -3.2% | -43.1% | +39.9% | -0.6% |
| 6M | -7.9% | +42.4% | -50.3% | -11.8% |
| YTD | +18.2% | +48.9% | -30.7% | +12.5% |
| All | +4.2% | +44.0% | -39.8% | -1.3% |
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