-30.0%
TRMB vs WOLF
+51.6%
-81.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -2.3% |
| 7D | -2.9% | +2.4% | -5.3% | -2.9% |
| 30D | -1.8% | -6.9% | +5.1% | -1.8% |
| 3M | +8.4% | -44.1% | +52.5% | +9.2% |
| 6M | -18.5% | +53.6% | -72.1% | -22.9% |
| YTD | -26.7% | +56.7% | -83.4% | -31.0% |
| All | -30.0% | +51.6% | -81.5% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling