-51.7%
TSLL vs WELL
+235.5%
-287.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.7% |
| 7D | -11.0% | +3.0% | -14.1% | -12.4% |
| 30D | -5.3% | +10.2% | -15.5% | -10.8% |
| 3M | +20.8% | +6.1% | +14.7% | +16.2% |
| 6M | -36.0% | +16.6% | -52.6% | -43.5% |
| YTD | -47.3% | +35.3% | -82.6% | -58.9% |
| 1Y | -48.4% | +31.5% | -79.9% | -58.8% |
| 3Y | -5.4% | +206.5% | -211.9% | -61.2% |
| All | -51.7% | +235.5% | -287.2% | -79.4% |
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