+42.9%
WELL vs TSEM
+259.4%
-216.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.8% | -9.9% | -2.0% |
| 7D | -0.8% | +6.9% | -7.7% | -0.7% |
| 30D | -0.1% | +5.3% | -5.4% | 0.0% |
| 3M | +18.0% | -14.9% | +32.9% | +18.0% |
| 6M | +15.0% | +80.0% | -65.0% | +11.9% |
| YTD | +28.6% | +89.4% | -60.7% | +25.1% |
| 1Y | +42.9% | +253.1% | -210.2% | +34.5% |
| All | +42.9% | +259.4% | -216.4% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling