-20.5%
TYL vs WOLF
+32.2%
-52.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +16.8% | -19.1% | -1.0% |
| 7D | +6.7% | +8.2% | -1.6% | +7.5% |
| 30D | +26.5% | -24.2% | +50.7% | +25.0% |
| 3M | +37.3% | -13.8% | +51.1% | +37.4% |
| 6M | +31.2% | -44.8% | +75.9% | +28.0% |
| YTD | -7.4% | +36.6% | -44.0% | -11.3% |
| 1Y | -9.6% | +27.6% | -37.1% | -13.4% |
| All | -20.5% | +32.2% | -52.7% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling