-46.0%
TSLL vs WOLF
-3.0%
-43.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.7% | -8.0% | -6.7% |
| 7D | -9.4% | -14.5% | +5.0% | -6.2% |
| 30D | +1.6% | -32.0% | +33.6% | +10.7% |
| 3M | +29.4% | -15.8% | +45.2% | +30.7% |
| 6M | -20.1% | -36.6% | +16.4% | -12.8% |
| YTD | -44.5% | +30.9% | -75.4% | -46.5% |
| 1Y | -46.0% | +4.1% | -50.1% | -46.1% |
| All | -46.0% | -3.0% | -43.0% | -46.1% |
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