+4.1%
WOLF vs TMF
-23.9%
+28.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.0% |
| 7D | -14.5% | +4.0% | -18.4% | -15.5% |
| 30D | -32.0% | +19.5% | -51.5% | -37.1% |
| 3M | -15.8% | -3.5% | -12.2% | -13.4% |
| 6M | -36.6% | -10.6% | -26.0% | -32.1% |
| YTD | +30.9% | -17.1% | +48.0% | +42.0% |
| 1Y | +4.1% | -24.3% | +28.3% | +17.3% |
| All | +4.1% | -23.9% | +28.0% | +17.3% |
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