+23.4%
WOLF vs TMF
-22.2%
+45.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.9% | -5.0% |
| 7D | +2.4% | -0.9% | +3.2% | +2.7% |
| 30D | -6.9% | -1.0% | -5.9% | -6.6% |
| 3M | -44.1% | -11.3% | -32.8% | -41.8% |
| 6M | +53.6% | -22.7% | +76.3% | +53.5% |
| YTD | +56.7% | -17.3% | +74.0% | +63.3% |
| All | +23.4% | -22.2% | +45.7% | +39.0% |
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