+322.0%
TSM vs WELL
+195.0%
+127.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.3% |
| 7D | -7.6% | +4.4% | -12.0% | -7.3% |
| 30D | -20.5% | +10.8% | -31.3% | -20.1% |
| 3M | -10.0% | +4.2% | -14.2% | -9.7% |
| 6M | -10.1% | +14.0% | -24.1% | -9.6% |
| YTD | +24.5% | +33.4% | -8.9% | +23.4% |
| 1Y | +31.2% | +32.4% | -1.2% | +30.0% |
| 3Y | +322.0% | +194.7% | +127.2% | +286.8% |
| All | +322.0% | +195.0% | +127.0% | +286.8% |
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