+209.9%
WELL vs TSEM
+521.6%
-311.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.9% | -9.9% | +0.9% |
| 7D | +3.5% | -2.0% | +5.4% | +3.5% |
| 30D | +9.7% | -33.4% | +43.1% | +10.0% |
| 3M | +4.8% | -39.7% | +44.5% | +5.2% |
| 6M | +16.1% | -27.8% | +43.9% | +15.0% |
| YTD | +34.7% | +29.7% | +5.0% | +29.5% |
| 1Y | +31.9% | +81.1% | -49.2% | +24.4% |
| 3Y | +209.9% | +529.3% | -319.4% | +154.3% |
| All | +209.9% | +521.6% | -311.7% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling