-8.6%
TOST vs WOLF
+57.5%
-66.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.6% | +0.1% |
| 7D | -3.4% | +9.7% | -13.1% | -3.4% |
| 30D | -2.4% | +12.5% | -15.0% | -2.6% |
| 3M | +34.6% | -57.7% | +92.3% | +35.2% |
| 6M | +15.2% | +37.7% | -22.5% | +6.8% |
| YTD | -4.4% | +62.8% | -67.2% | -12.3% |
| All | -8.6% | +57.5% | -66.1% | -15.0% |
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