-25.9%
TLN vs WOLF
+39.8%
-65.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.7% | +5.2% | -1.5% |
| 7D | +2.0% | -6.2% | +8.2% | +2.9% |
| 30D | -12.9% | -16.5% | +3.5% | -10.9% |
| 3M | -7.4% | -42.0% | +34.6% | -2.4% |
| 6M | -6.0% | +51.8% | -57.9% | -11.1% |
| YTD | -16.9% | +44.6% | -61.5% | -21.5% |
| All | -25.9% | +39.8% | -65.8% | -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