+80.5%
TSEM vs WOLF
-3.0%
+83.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.7% | -10.4% | -9.3% |
| 7D | -23.1% | -14.5% | -8.7% | -18.6% |
| 30D | -40.4% | -32.0% | -8.3% | -31.9% |
| 3M | -37.9% | -15.8% | -22.1% | -34.6% |
| 6M | -30.8% | -36.6% | +5.8% | -19.2% |
| YTD | +26.7% | +30.9% | -4.2% | +25.0% |
| 1Y | +80.5% | +4.1% | +76.4% | +86.7% |
| All | +80.5% | -3.0% | +83.5% | +86.7% |
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