-23.5%
TTD vs WOLF
-62.7%
+39.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.3% | +7.7% | +1.0% |
| 7D | +21.3% | +4.4% | +16.9% | +21.6% |
| 30D | +28.7% | +1.0% | +27.7% | +28.8% |
| 3M | +7.7% | -21.2% | +28.9% | +5.3% |
| 6M | -23.5% | -60.3% | +36.9% | -26.1% |
| All | -23.5% | -62.7% | +39.3% | -26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling