+356.5%
WELL vs TSEM
+1,283.8%
-927.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -1.1% | +4.7% | -5.8% | -1.7% |
| 30D | +0.7% | -14.2% | +15.0% | +2.3% |
| 3M | +14.5% | -5.0% | +19.6% | +13.1% |
| 6M | +14.4% | +87.6% | -73.2% | +0.7% |
| YTD | +28.5% | +84.4% | -56.0% | +12.6% |
| 1Y | +41.8% | +235.4% | -193.6% | +12.0% |
| 3Y | +202.8% | +668.0% | -465.2% | +99.0% |
| 5Y | +208.8% | +644.7% | -435.9% | +98.3% |
| 10Y | +356.5% | +1,326.7% | -970.1% | +148.4% |
| All | +356.5% | +1,283.8% | -927.3% | +148.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling