-18.2%
TEM vs WOLF
+60.4%
-78.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | +3.2% | +9.8% | -6.5% | +2.0% |
| 30D | +23.5% | -12.1% | +35.7% | +24.7% |
| 3M | +32.3% | -47.9% | +80.2% | +39.1% |
| 6M | +23.0% | +74.3% | -51.3% | +6.8% |
| YTD | +8.9% | +65.9% | -57.0% | -5.6% |
| All | -18.2% | +60.4% | -78.6% | -26.4% |
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 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