-14.1%
TSLQ vs WOLF
+39.8%
-54.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.7% | +10.1% | +0.6% |
| 7D | +5.7% | -6.2% | +11.9% | +4.2% |
| 30D | -21.1% | -16.5% | -4.6% | -23.8% |
| 3M | -11.5% | -42.0% | +30.5% | -16.2% |
| 6M | -14.9% | +51.8% | -66.7% | -3.0% |
| YTD | +2.4% | +44.6% | -42.1% | +17.3% |
| All | -14.1% | +39.8% | -54.0% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling