+211.8%
TSEM vs WOLF
+60.4%
+151.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.7% |
| 7D | +10.4% | +9.8% | +0.7% | +7.5% |
| 30D | -12.9% | -12.1% | -0.8% | -10.0% |
| 3M | -9.2% | -47.9% | +38.7% | +3.7% |
| 6M | +98.8% | +74.3% | +24.5% | +84.1% |
| YTD | +87.2% | +65.9% | +21.3% | +75.0% |
| All | +211.8% | +60.4% | +151.3% | +193.7% |
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 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