-22.0%
TMUS vs WOLF
+60.4%
-82.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.2% |
| 7D | -0.3% | +9.8% | -10.0% | +0.1% |
| 30D | +3.1% | -12.1% | +15.3% | +2.8% |
| 3M | +2.4% | -47.9% | +50.3% | +1.4% |
| 6M | -17.1% | +74.3% | -91.4% | -15.1% |
| YTD | -9.1% | +65.9% | -75.0% | -7.3% |
| All | -22.0% | +60.4% | -82.5% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling