-31.2%
TYL vs WOLF
+57.5%
-88.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.6% | -9.6% | -3.7% |
| 7D | -3.7% | +9.7% | -13.4% | -3.1% |
| 30D | +18.7% | +12.5% | +6.2% | +19.8% |
| 3M | +18.1% | -57.7% | +75.9% | +15.5% |
| 6M | -1.1% | +37.7% | -38.8% | -4.4% |
| YTD | -19.8% | +62.8% | -82.6% | -23.0% |
| All | -31.2% | +57.5% | -88.7% | -34.3% |
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