+0.1%
TXN vs WELL
+14.1%
-14.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.9% |
| 7D | +9.5% | +0.1% | +9.3% | +9.5% |
| 30D | +8.7% | +5.7% | +3.0% | +11.1% |
| 3M | +11.6% | +4.6% | +6.9% | +13.5% |
| 6M | +0.1% | +11.9% | -11.8% | +4.3% |
| All | +0.1% | +14.1% | -14.0% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling