+1.1%
TEM vs WOLF
+53.8%
-52.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -2.2% |
| 7D | +5.1% | +21.5% | -16.4% | +2.1% |
| 30D | +16.8% | -1.2% | +18.1% | +16.2% |
| 3M | +42.6% | -8.2% | +50.8% | +41.7% |
| 6M | +63.9% | -45.0% | +108.9% | +68.4% |
| YTD | +34.5% | +59.0% | -24.5% | +16.0% |
| 1Y | +11.0% | +59.1% | -48.1% | -4.6% |
| All | +1.1% | +53.8% | -52.7% | -9.5% |
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 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