-15.0%
TSLQ vs WOLF
+44.0%
-59.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -0.3% |
| 7D | -6.6% | -8.6% | +2.0% | -8.3% |
| 30D | -24.3% | -18.3% | -6.0% | -27.3% |
| 3M | -3.6% | -43.1% | +39.5% | -9.0% |
| 6M | -12.0% | +42.4% | -54.4% | -0.1% |
| YTD | +1.4% | +48.9% | -47.5% | +16.9% |
| All | -15.0% | +44.0% | -59.0% | -4.7% |
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 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