+108.3%
TSEM vs WOLF
+37.9%
+70.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.3% | -0.6% | -4.8% |
| 7D | +7.0% | +4.4% | +2.6% | +5.7% |
| 30D | -29.8% | +1.0% | -30.8% | -29.7% |
| 3M | -41.9% | -21.2% | -20.7% | -38.0% |
| 6M | -45.8% | -60.3% | +14.6% | -34.2% |
| YTD | +25.1% | +42.6% | -17.5% | +21.9% |
| 1Y | +48.2% | +36.5% | +11.7% | +45.0% |
| All | +108.3% | +37.9% | +70.4% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling