-16.1%
TSLQ vs WOLF
+51.6%
-67.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | -1.1% |
| 7D | -8.0% | +2.4% | -10.4% | -7.5% |
| 30D | -23.8% | -6.9% | -16.9% | -24.5% |
| 3M | -7.0% | -44.1% | +37.1% | -12.2% |
| 6M | -17.1% | +53.6% | -70.7% | -4.5% |
| YTD | +0.1% | +56.7% | -56.6% | +16.6% |
| All | -16.1% | +51.6% | -67.7% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling