-71.9%
TTD vs WOLF
+39.8%
-111.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.7% | +8.4% | +0.4% |
| 7D | -7.4% | -6.2% | -1.2% | -7.6% |
| 30D | +3.0% | -16.5% | +19.5% | +2.5% |
| 3M | -27.6% | -42.0% | +14.5% | -27.4% |
| 6M | -49.5% | +51.8% | -101.3% | -52.0% |
| YTD | -63.2% | +44.6% | -107.8% | -65.3% |
| All | -71.9% | +39.8% | -111.7% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling