+27.6%
WOLF vs TMF
-22.9%
+50.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -0.2% | +17.0% | +16.9% |
| 7D | +8.2% | +1.2% | +7.0% | +7.8% |
| 30D | -24.2% | +19.7% | -43.9% | -30.0% |
| 3M | -13.8% | -2.1% | -11.7% | -11.7% |
| 6M | -44.8% | -13.4% | -31.3% | -40.1% |
| YTD | +36.6% | -16.7% | +53.4% | +48.8% |
| 1Y | +27.6% | -23.3% | +50.9% | +46.1% |
| All | +27.6% | -22.9% | +50.4% | +46.1% |
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