+60.6%
TSM vs WOLF
+51.6%
+9.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | +0.1% |
| 7D | +4.8% | +2.4% | +2.4% | +4.4% |
| 30D | +4.0% | -6.9% | +10.9% | +4.9% |
| 3M | +2.0% | -44.1% | +46.1% | +8.9% |
| 6M | +25.5% | +53.6% | -28.1% | +13.5% |
| YTD | +44.0% | +56.7% | -12.7% | +28.9% |
| All | +60.6% | +51.6% | +9.0% | +44.5% |
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