-55.6%
TSLL vs WOLF
+32.2%
-87.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +16.8% | -8.2% | +4.4% |
| 7D | -21.2% | +8.2% | -29.5% | -22.6% |
| 30D | -13.3% | -24.2% | +10.9% | -7.9% |
| 3M | +15.4% | -13.8% | +29.2% | +16.5% |
| 6M | -34.2% | -44.8% | +10.5% | -27.3% |
| YTD | -52.9% | +36.6% | -89.5% | -55.8% |
| 1Y | -54.3% | +27.6% | -81.9% | -56.9% |
| All | -55.6% | +32.2% | -87.7% | -56.5% |
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