+200.7%
WELL vs TPG
+74.1%
+126.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.2% |
| 7D | -0.2% | -9.4% | +9.2% | +0.9% |
| 30D | +2.3% | -5.3% | +7.6% | +2.9% |
| 3M | +12.3% | +12.9% | -0.7% | +10.2% |
| 6M | +15.6% | +20.1% | -4.5% | +12.1% |
| YTD | +28.3% | -22.5% | +50.8% | +32.2% |
| 1Y | +41.9% | -19.7% | +61.6% | +44.9% |
| 3Y | +198.3% | +81.2% | +117.1% | +146.1% |
| All | +200.7% | +74.1% | +126.5% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 5y: compounded portfolio wealth divided by compounded TPG 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…
5y analysis · Full analysis span regression · 6 months rolling