-70.9%
TTD vs WOLF
+57.5%
-128.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.6% | -10.0% | -4.2% |
| 7D | +6.3% | +9.7% | -3.3% | +6.7% |
| 30D | -23.9% | +12.5% | -36.4% | -23.5% |
| 3M | -31.4% | -57.7% | +26.3% | -30.7% |
| 6M | -42.7% | +37.7% | -80.4% | -45.1% |
| YTD | -62.0% | +62.8% | -124.8% | -64.0% |
| All | -70.9% | +57.5% | -128.4% | -71.9% |
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