-60.3%
TSLL vs WELL
+231.3%
-291.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.0% | -20.9% | -21.3% |
| 7D | -28.9% | +5.3% | -34.1% | -30.8% |
| 30D | -21.4% | +8.7% | -30.1% | -25.5% |
| 3M | +5.0% | +3.8% | +1.1% | +2.2% |
| 6M | -36.6% | +15.4% | -51.9% | -43.7% |
| YTD | -56.6% | +33.7% | -90.3% | -65.9% |
| 1Y | -60.9% | +33.6% | -94.5% | -69.3% |
| 3Y | -25.2% | +194.2% | -219.4% | -68.5% |
| All | -60.3% | +231.3% | -291.6% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling