+125.8%
TXN vs WELL
+204.0%
-78.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +9.5% | +0.1% | +9.3% | +9.4% |
| 30D | +8.7% | +5.7% | +3.0% | +7.6% |
| 3M | +11.6% | +4.6% | +6.9% | +10.5% |
| 6M | +0.1% | +11.9% | -11.8% | -2.8% |
| YTD | +78.8% | +33.6% | +45.2% | +65.2% |
| 1Y | +91.2% | +29.8% | +61.5% | +77.7% |
| 3Y | +125.8% | +202.2% | -76.3% | +58.7% |
| All | +125.8% | +204.0% | -78.2% | +58.7% |
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