-7.0%
TOST vs WOLF
+45.7%
-52.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +3.0% | +17.0% | -14.0% | +3.0% |
| 30D | +10.3% | -14.3% | +24.6% | +10.3% |
| 3M | -3.3% | -10.5% | +7.2% | -3.2% |
| 6M | +37.8% | -43.7% | +81.5% | +35.9% |
| YTD | -2.8% | +50.7% | -53.4% | -10.7% |
| 1Y | -9.6% | +46.7% | -56.3% | -17.1% |
| All | -7.0% | +45.7% | -52.8% | -13.5% |
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