+2.7%
TSM vs WOLF
-43.5%
+46.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.3% | +3.0% |
| 7D | +4.4% | +21.5% | -17.0% | -0.2% |
| 30D | -7.0% | -1.2% | -5.7% | -7.8% |
| 3M | -1.8% | -8.2% | +6.4% | -2.3% |
| 6M | +2.7% | -45.0% | +47.7% | +8.4% |
| All | +2.7% | -43.5% | +46.2% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling