-47.2%
TSLL vs WELL
+231.8%
-279.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.9% |
| 7D | +33.0% | +0.1% | +32.8% | +32.9% |
| 30D | +7.7% | +6.8% | +0.9% | +3.3% |
| 3M | +34.7% | +6.7% | +28.0% | +29.3% |
| 6M | -31.5% | +13.8% | -45.3% | -38.5% |
| YTD | -42.4% | +33.8% | -76.2% | -54.8% |
| 1Y | -39.7% | +29.6% | -69.3% | -51.5% |
| 3Y | +3.4% | +203.1% | -199.7% | -57.3% |
| All | -47.2% | +231.8% | -279.0% | -77.3% |
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