-2.3%
TT vs WOLF
+39.8%
-42.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.8% | -5.1% | +3.8% |
| 7D | +1.7% | +25.3% | -23.5% | -0.5% |
| 30D | -11.8% | -14.7% | +2.8% | -11.2% |
| 3M | -12.6% | -20.5% | +7.9% | -11.9% |
| 6M | -9.4% | -43.9% | +34.6% | -7.5% |
| YTD | +8.8% | +50.0% | -41.2% | -0.8% |
| All | -2.3% | +39.8% | -42.1% | -11.3% |
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