-31.9%
TRMB vs WOLF
+47.3%
-79.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.1% | -1.1% |
| 7D | +4.1% | +30.2% | -26.1% | +3.9% |
| 30D | -7.0% | -7.2% | +0.2% | -7.0% |
| 3M | -0.9% | -16.4% | +15.5% | -1.0% |
| 6M | -1.2% | -50.7% | +49.4% | -0.4% |
| YTD | -28.7% | +52.3% | -81.0% | -33.0% |
| 1Y | -32.1% | +35.6% | -67.7% | -35.8% |
| All | -31.9% | +47.3% | -79.2% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling