-25.8%
TE vs WOLF
-3.0%
-22.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -4.1% |
| 7D | +3.8% | -14.5% | +18.3% | +9.4% |
| 30D | -26.2% | -32.0% | +5.8% | -15.9% |
| 3M | -49.7% | -15.8% | -33.9% | -48.0% |
| 6M | -46.5% | -36.6% | -9.9% | -40.0% |
| YTD | -59.1% | +30.9% | -90.0% | -63.9% |
| 1Y | -25.8% | +4.1% | -29.9% | -28.6% |
| All | -25.8% | -3.0% | -22.8% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling