-20.0%
TYL vs WOLF
+47.3%
-67.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.8% | -0.8% |
| 7D | -1.6% | +30.2% | -31.8% | +0.6% |
| 30D | +22.1% | -7.2% | +29.3% | +22.4% |
| 3M | +33.4% | -16.4% | +49.8% | +33.5% |
| 6M | +36.8% | -50.7% | +87.4% | +35.0% |
| YTD | -6.7% | +52.3% | -59.0% | -9.9% |
| 1Y | -9.2% | +35.6% | -44.8% | -12.3% |
| All | -20.0% | +47.3% | -67.2% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling