-19.9%
TYL vs WOLF
+37.9%
-57.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.4% | -0.4% |
| 7D | +0.8% | +4.4% | -3.5% | +1.2% |
| 30D | +21.1% | +1.0% | +20.1% | +21.9% |
| 3M | +28.9% | -21.2% | +50.1% | +28.4% |
| 6M | +42.0% | -60.3% | +102.4% | +39.5% |
| YTD | -6.6% | +42.6% | -49.2% | -10.2% |
| 1Y | -9.1% | +36.5% | -45.6% | -12.7% |
| All | -19.9% | +37.9% | -57.8% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling