-55.4%
TSLL vs WELL
+218.8%
-274.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.1% | -9.8% | -10.6% |
| 7D | +1.9% | -0.8% | +2.7% | +2.5% |
| 30D | +17.8% | -0.1% | +17.8% | +17.8% |
| 3M | -37.0% | +18.0% | -55.0% | -45.1% |
| 6M | -37.7% | +15.0% | -52.7% | -44.8% |
| YTD | -51.4% | +28.6% | -80.0% | -60.7% |
| 1Y | -23.4% | +42.9% | -66.3% | -43.4% |
| 3Y | -30.8% | +203.0% | -233.8% | -71.3% |
| All | -55.4% | +218.8% | -274.2% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling