-22.6%
TLN vs WOLF
+60.4%
-83.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.5% |
| 7D | +10.9% | +9.8% | +1.1% | +9.5% |
| 30D | -6.3% | -12.1% | +5.8% | -4.8% |
| 3M | -10.7% | -47.9% | +37.2% | -5.3% |
| 6M | +1.6% | +74.3% | -72.7% | -5.7% |
| YTD | -13.1% | +65.9% | -79.0% | -19.5% |
| All | -22.6% | +60.4% | -83.0% | -28.1% |
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