+19.4%
TSN vs WOLF
-3.0%
+22.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +5.4% |
| 7D | +8.4% | -14.5% | +22.9% | +7.9% |
| 30D | +16.1% | -32.0% | +48.1% | +14.9% |
| 3M | +3.2% | -15.8% | +18.9% | +3.2% |
| 6M | -11.1% | -36.6% | +25.5% | -11.8% |
| YTD | +5.1% | +30.9% | -25.8% | +6.5% |
| 1Y | +19.4% | +4.1% | +15.3% | +19.3% |
| All | +19.4% | -3.0% | +22.4% | +19.3% |
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