-27.1%
TMUS vs WOLF
+37.9%
-65.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | -0.9% |
| 7D | +4.9% | +4.4% | +0.5% | +5.1% |
| 30D | +7.7% | +1.0% | +6.7% | +8.1% |
| 3M | -6.8% | -21.2% | +14.4% | -7.0% |
| 6M | -9.7% | -60.3% | +50.7% | -10.7% |
| YTD | -15.0% | +42.6% | -57.6% | -13.4% |
| 1Y | -19.1% | +36.5% | -55.6% | -17.6% |
| All | -27.1% | +37.9% | -65.0% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling