+30.7%
WOLF vs TXT
-5.2%
+35.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.4% |
| 7D | +9.8% | -0.2% | +10.0% | +9.9% |
| 30D | -12.1% | -11.1% | -1.1% | -3.5% |
| 3M | -47.9% | -13.0% | -34.9% | -42.1% |
| 6M | +74.3% | -16.2% | +90.5% | +95.2% |
| YTD | +65.9% | -8.7% | +74.6% | +86.4% |
| All | +30.7% | -5.2% | +35.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 5y: compounded portfolio wealth divided by compounded TXT 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…
5y analysis · Full analysis span regression · 6 months rolling