-22.1%
TMUS vs WOLF
+57.5%
-79.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.6% | -9.1% | -3.2% |
| 7D | +0.1% | +9.7% | -9.6% | +0.4% |
| 30D | +5.3% | +12.5% | -7.3% | +5.9% |
| 3M | +3.1% | -57.7% | +60.9% | +1.7% |
| 6M | -16.5% | +37.7% | -54.1% | -14.7% |
| YTD | -9.2% | +62.8% | -72.0% | -7.4% |
| All | -22.1% | +57.5% | -79.6% | -20.0% |
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