+455.3%
WELL vs TFC
+90.1%
+365.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -1.0% | +0.1% |
| 7D | +3.5% | +0.3% | +3.2% | +3.3% |
| 30D | +9.7% | +9.2% | +0.6% | +5.7% |
| 3M | +4.8% | -2.9% | +7.7% | +5.9% |
| 6M | +16.1% | +3.5% | +12.6% | +13.7% |
| YTD | +34.7% | +5.4% | +29.3% | +30.0% |
| 1Y | +31.9% | +17.3% | +14.6% | +21.3% |
| 3Y | +209.9% | +96.7% | +113.2% | +113.8% |
| 5Y | +226.5% | -1.1% | +227.6% | +205.3% |
| 10Y | +455.3% | +84.7% | +370.5% | +280.9% |
| All | +455.3% | +90.1% | +365.2% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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