-22.0%
TEM vs WOLF
+51.6%
-73.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.5% | +0.9% | -4.0% |
| 7D | -1.1% | +2.4% | -3.4% | -1.4% |
| 30D | +11.3% | -6.9% | +18.2% | +11.6% |
| 3M | +25.5% | -44.1% | +69.6% | +31.2% |
| 6M | +17.1% | +53.6% | -36.5% | +3.4% |
| YTD | +3.8% | +56.7% | -52.9% | -9.3% |
| All | -22.0% | +51.6% | -73.6% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling