-44.0%
TSLL vs WELL
+31.1%
-75.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.8% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +2.7% | +7.8% | -5.1% | +4.9% |
| 3M | +26.3% | +10.2% | +16.0% | +30.2% |
| 6M | -37.2% | +16.4% | -53.5% | -34.7% |
| YTD | -44.2% | +35.2% | -79.4% | -45.2% |
| 1Y | -44.0% | +30.5% | -74.4% | -43.5% |
| All | -44.0% | +31.1% | -75.0% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling