+0.3%
TSN vs WOLF
+60.4%
-60.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.7% |
| 7D | -5.0% | +9.8% | -14.8% | -4.7% |
| 30D | -9.1% | -12.1% | +3.1% | -9.4% |
| 3M | -7.4% | -47.9% | +40.5% | -9.1% |
| 6M | -13.4% | +74.3% | -87.7% | -11.0% |
| YTD | -8.5% | +65.9% | -74.4% | -5.7% |
| All | +0.3% | +60.4% | -60.2% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling