-2.4%
TT vs WOLF
+32.2%
-34.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +16.8% | -14.5% | +1.1% |
| 7D | -2.0% | +8.2% | -10.2% | -2.7% |
| 30D | -14.0% | -24.2% | +10.1% | -12.7% |
| 3M | -15.9% | -13.8% | -2.1% | -15.7% |
| 6M | -17.3% | -44.8% | +27.5% | -15.6% |
| YTD | +4.0% | +36.6% | -32.7% | -0.4% |
| 1Y | -7.1% | +27.6% | -34.7% | -11.1% |
| All | -2.4% | +32.2% | -34.5% | -8.0% |
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