-18.4%
TSLL vs WELL
+195.0%
-213.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.2% | +8.8% | +8.7% |
| 7D | -21.2% | +4.4% | -25.7% | -22.6% |
| 30D | -13.3% | +10.8% | -24.1% | -17.6% |
| 3M | +15.4% | +4.2% | +11.2% | +12.9% |
| 6M | -34.2% | +14.0% | -48.2% | -40.1% |
| YTD | -52.9% | +33.4% | -86.3% | -62.6% |
| 1Y | -54.3% | +32.4% | -86.8% | -63.6% |
| 3Y | -18.4% | +194.7% | -213.1% | -70.0% |
| All | -18.4% | +195.0% | -213.4% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling