+361.1%
TTD vs WELL
+359.5%
+1.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -4.6% | -1.1% | -3.5% | -4.2% |
| 30D | +3.7% | +0.7% | +2.9% | +3.3% |
| 3M | -30.2% | +14.5% | -44.7% | -34.0% |
| 6M | -51.4% | +14.4% | -65.8% | -54.4% |
| YTD | -63.4% | +28.5% | -91.9% | -67.5% |
| 1Y | -73.5% | +41.8% | -115.3% | -77.4% |
| 3Y | -83.5% | +202.8% | -286.3% | -90.0% |
| 5Y | -80.9% | +208.8% | -289.7% | -88.7% |
| All | +361.1% | +359.5% | +1.7% | +118.9% |
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 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