+41.8%
WELL vs TSEM
+233.1%
-191.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -1.1% | +4.7% | -5.8% | -1.1% |
| 30D | +0.7% | -14.2% | +15.0% | +0.7% |
| 3M | +14.5% | -5.0% | +19.6% | +14.1% |
| 6M | +14.4% | +87.6% | -73.2% | +11.2% |
| YTD | +28.5% | +84.4% | -56.0% | +25.1% |
| 1Y | +41.8% | +235.4% | -193.6% | +33.9% |
| All | +41.8% | +233.1% | -191.3% | +33.9% |
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