-25.2%
TEM vs WOLF
+39.8%
-65.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.7% | +3.6% | -3.1% |
| 7D | -9.2% | -6.2% | -2.9% | -8.4% |
| 30D | +5.5% | -16.5% | +22.0% | +7.3% |
| 3M | +18.7% | -42.0% | +60.7% | +24.0% |
| 6M | +15.4% | +51.8% | -36.4% | +2.0% |
| YTD | -0.5% | +44.6% | -45.1% | -12.2% |
| All | -25.2% | +39.8% | -65.1% | -31.5% |
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