+13.9%
WOLF vs TCOM
-49.8%
+63.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -1.3% | -6.5% | -7.7% |
| 7D | -6.2% | -6.5% | +0.3% | -6.3% |
| 30D | -16.5% | -16.2% | -0.3% | -16.5% |
| 3M | -42.0% | -19.3% | -22.7% | -41.1% |
| 6M | +51.8% | -27.2% | +79.0% | +58.4% |
| YTD | +44.6% | -46.2% | +90.8% | +50.9% |
| All | +13.9% | -49.8% | +63.7% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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