+57.9%
TSM vs WOLF
+39.8%
+18.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.7% | +6.1% | -0.4% |
| 7D | +2.6% | -6.2% | +8.9% | +3.6% |
| 30D | +1.4% | -16.5% | +17.9% | +4.0% |
| 3M | +5.0% | -42.0% | +47.0% | +11.9% |
| 6M | +24.0% | +51.8% | -27.9% | +12.6% |
| YTD | +41.6% | +44.6% | -3.0% | +28.4% |
| All | +57.9% | +39.8% | +18.1% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling