-24.6%
TLN vs WOLF
+57.5%
-82.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.6% | -1.9% | +3.0% |
| 7D | +7.1% | +9.7% | -2.6% | +5.7% |
| 30D | -3.9% | +12.5% | -16.4% | -5.7% |
| 3M | -16.2% | -57.7% | +41.6% | -9.3% |
| 6M | -5.8% | +37.7% | -43.5% | -10.7% |
| YTD | -15.4% | +62.8% | -78.3% | -21.4% |
| All | -24.6% | +57.5% | -82.1% | -29.9% |
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