-49.1%
TSLL vs WELL
+231.1%
-280.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | +17.8% | +0.1% | +17.7% | +17.8% |
| 30D | +8.2% | +5.7% | +2.6% | +4.5% |
| 3M | +20.9% | +4.6% | +16.2% | +17.2% |
| 6M | -37.5% | +11.9% | -49.4% | -43.2% |
| YTD | -44.5% | +33.6% | -78.1% | -56.4% |
| 1Y | -33.0% | +29.8% | -62.7% | -46.1% |
| 3Y | -6.4% | +202.2% | -208.5% | -61.3% |
| All | -49.1% | +231.1% | -280.3% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 10y: compounded portfolio wealth divided by compounded WELL 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…
10y analysis · Full analysis span regression · 6 months rolling