-17.4%
TTWO vs WOLF
+57.5%
-74.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.4% | 0.0% |
| 7D | -8.8% | +9.7% | -18.5% | -9.2% |
| 30D | -8.6% | +12.5% | -21.2% | -9.3% |
| 3M | -0.9% | -57.7% | +56.8% | +1.9% |
| 6M | -0.5% | +37.7% | -38.2% | -5.1% |
| YTD | -16.1% | +62.8% | -79.0% | -20.8% |
| All | -17.4% | +57.5% | -74.9% | -21.9% |
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