-9.0%
TSLQ vs WOLF
+57.5%
-66.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.6% | +6.4% | +13.3% |
| 7D | -5.8% | +9.7% | -15.5% | -3.6% |
| 30D | -22.1% | +12.5% | -34.6% | -18.7% |
| 3M | +10.1% | -57.7% | +67.8% | -0.3% |
| 6M | -6.8% | +37.7% | -44.5% | +6.8% |
| YTD | +8.5% | +62.8% | -54.3% | +27.5% |
| All | -9.0% | +57.5% | -66.5% | +3.9% |
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 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