-1.8%
TPG vs WOLF
-3.0%
+1.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.6% |
| 7D | +12.5% | -14.5% | +26.9% | +13.1% |
| 30D | +12.7% | -32.0% | +44.8% | +14.3% |
| 3M | +3.5% | -15.8% | +19.3% | +3.6% |
| 6M | +14.1% | -36.6% | +50.7% | +14.3% |
| YTD | -18.5% | +30.9% | -49.4% | -19.7% |
| 1Y | -1.8% | +4.1% | -5.9% | -3.5% |
| All | -1.8% | -3.0% | +1.2% | -3.5% |
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 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