+30.7%
WOLF vs TMF
-20.9%
+51.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +9.8% | +1.0% | +8.8% | +9.5% |
| 30D | -12.1% | -1.8% | -10.3% | -11.3% |
| 3M | -47.9% | -8.2% | -39.6% | -46.2% |
| 6M | +74.3% | -19.5% | +93.8% | +75.0% |
| YTD | +65.9% | -16.0% | +81.8% | +72.0% |
| All | +30.7% | -20.9% | +51.6% | +46.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling