+28.3%
WOLF vs TMF
-20.8%
+49.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.3% | +5.5% |
| 7D | +9.7% | -1.4% | +11.1% | +10.1% |
| 30D | +12.5% | -2.8% | +15.4% | +14.0% |
| 3M | -57.7% | -10.9% | -46.8% | -56.0% |
| 6M | +37.7% | -21.3% | +59.0% | +36.2% |
| YTD | +62.8% | -15.9% | +78.7% | +68.8% |
| All | +28.3% | -20.8% | +49.1% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling