-10.5%
TEM vs WOLF
-3.0%
-7.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.0% |
| 7D | -1.3% | -14.5% | +13.1% | +0.7% |
| 30D | -9.5% | -32.0% | +22.5% | -5.1% |
| 3M | +60.7% | -15.8% | +76.5% | +61.1% |
| 6M | +35.5% | -36.6% | +72.1% | +36.2% |
| YTD | +28.0% | +30.9% | -2.9% | +10.0% |
| 1Y | -10.5% | +4.1% | -14.6% | -19.4% |
| All | -10.5% | -3.0% | -7.5% | -19.4% |
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 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