-17.2%
TTWO vs WOLF
-3.0%
-14.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.5% | +7.1% |
| 7D | +7.0% | -14.5% | +21.4% | +7.5% |
| 30D | +2.7% | -32.0% | +34.7% | +4.0% |
| 3M | -13.0% | -15.8% | +2.7% | -13.1% |
| 6M | -7.2% | -36.6% | +29.4% | -7.8% |
| YTD | -18.4% | +30.9% | -49.3% | -25.2% |
| 1Y | -17.2% | +4.1% | -21.3% | -22.7% |
| All | -17.2% | -3.0% | -14.2% | -22.7% |
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