-9.1%
TRU vs WOLF
+39.8%
-49.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.7% | +7.6% | -0.4% |
| 7D | -9.4% | -6.2% | -3.2% | -9.6% |
| 30D | -4.1% | -16.5% | +12.4% | -4.6% |
| 3M | +13.6% | -42.0% | +55.6% | +12.6% |
| 6M | +3.6% | +51.8% | -48.2% | +3.0% |
| YTD | -9.8% | +44.6% | -54.4% | -10.2% |
| All | -9.1% | +39.8% | -49.0% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling