-36.6%
TSLL vs WOLF
-47.4%
+10.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -10.7% | -11.2% | -18.2% |
| 7D | -28.9% | -18.4% | -10.5% | -23.6% |
| 30D | -21.4% | -36.0% | +14.6% | -9.2% |
| 3M | +5.0% | -19.2% | +24.2% | +7.3% |
| 6M | -36.6% | -44.4% | +7.9% | -25.9% |
| All | -36.6% | -47.4% | +10.8% | -25.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling