-31.1%
TRMB vs WOLF
+53.8%
-84.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.5% | -2.4% | +3.1% |
| 7D | +4.1% | +21.5% | -17.3% | +3.9% |
| 30D | -5.1% | -1.2% | -3.8% | -5.1% |
| 3M | -2.6% | -8.2% | +5.6% | -2.7% |
| 6M | -2.7% | -45.0% | +42.3% | -2.2% |
| YTD | -27.9% | +59.0% | -86.9% | -32.2% |
| 1Y | -29.0% | +59.1% | -88.1% | -33.4% |
| All | -31.1% | +53.8% | -84.9% | -35.2% |
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