-56.1%
TTMI vs WOLF
-62.7%
+6.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.5% | +0.4% |
| 7D | +11.4% | +4.4% | +7.0% | +9.3% |
| 30D | -28.3% | +1.0% | -29.3% | -27.9% |
| 3M | -46.7% | -21.2% | -25.5% | -40.6% |
| 6M | -56.1% | -60.3% | +4.2% | -42.6% |
| All | -56.1% | -62.7% | +6.6% | -42.6% |
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