+194.7%
WELL vs TMF
-25.3%
+220.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +4.4% | +1.2% | +3.2% | +4.3% |
| 30D | +10.8% | +19.7% | -8.9% | +8.6% |
| 3M | +4.2% | -2.1% | +6.3% | +4.3% |
| 6M | +14.0% | -13.4% | +27.4% | +15.5% |
| YTD | +33.4% | -16.7% | +50.2% | +35.7% |
| 1Y | +32.4% | -23.3% | +55.8% | +35.9% |
| 3Y | +194.7% | -24.8% | +219.6% | +198.8% |
| All | +194.7% | -25.3% | +220.1% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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