+18.2%
WOLF vs TAP
-7.2%
+25.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.2% | +11.0% | +8.6% |
| 7D | +25.3% | -7.8% | +33.1% | +16.8% |
| 30D | -14.7% | +7.1% | -21.8% | -7.3% |
| 3M | -20.5% | -7.0% | -13.5% | -22.7% |
| 6M | -43.9% | -3.8% | -40.1% | -41.2% |
| YTD | +50.0% | -11.7% | +61.7% | +54.1% |
| 1Y | +45.5% | -10.1% | +55.6% | +53.5% |
| All | +18.2% | -7.2% | +25.4% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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