+508.5%
TTD vs WELL
+463.2%
+45.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +21.3% | +0.1% | +21.1% | +21.3% |
| 30D | +28.7% | +5.7% | +23.1% | +26.1% |
| 3M | +7.7% | +4.6% | +3.1% | +5.8% |
| 6M | -23.5% | +11.9% | -35.3% | -27.2% |
| YTD | -58.7% | +33.6% | -92.3% | -63.8% |
| 1Y | -63.4% | +29.8% | -93.2% | -67.6% |
| 3Y | -75.3% | +202.2% | -277.4% | -85.0% |
| 5Y | -84.4% | +223.2% | -307.6% | -90.9% |
| All | +508.5% | +463.2% | +45.3% | +167.6% |
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