+1,707.0%
TSM vs WELL
+469.8%
+1,237.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +4.4% | +0.1% | +4.4% | +4.5% |
| 30D | -7.0% | +7.8% | -14.8% | -8.4% |
| 3M | -1.8% | +10.2% | -12.0% | -3.8% |
| 6M | +2.7% | +16.4% | -13.7% | -1.0% |
| YTD | +37.1% | +35.2% | +1.9% | +28.0% |
| 1Y | +43.5% | +30.5% | +13.0% | +34.8% |
| 3Y | +341.5% | +206.1% | +135.4% | +241.4% |
| 5Y | +278.9% | +228.3% | +50.6% | +185.6% |
| All | +1,707.0% | +469.8% | +1,237.2% | +1,047.3% |
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