+25.4%
TMO vs WOLF
-3.0%
+28.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +1.1% |
| 7D | +0.3% | -14.5% | +14.7% | +0.1% |
| 30D | +4.3% | -32.0% | +36.4% | +3.7% |
| 3M | +25.1% | -15.8% | +40.9% | +24.9% |
| 6M | +52.9% | -36.6% | +89.5% | +50.5% |
| YTD | +22.2% | +30.9% | -8.7% | +16.2% |
| 1Y | +25.4% | +4.1% | +21.3% | +18.6% |
| All | +25.4% | -3.0% | +28.4% | +18.6% |
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