+211.0%
WELL vs TSEM
+657.2%
-446.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | -1.3% | +10.4% | -11.7% | -1.7% |
| 30D | +0.5% | -12.9% | +13.5% | +1.1% |
| 3M | +19.1% | -9.2% | +28.3% | +18.7% |
| 6M | +17.0% | +98.8% | -81.8% | +9.5% |
| YTD | +29.2% | +87.2% | -58.0% | +21.1% |
| 1Y | +42.1% | +239.0% | -196.8% | +26.3% |
| 3Y | +204.5% | +679.5% | -475.0% | +142.6% |
| 5Y | +211.0% | +667.3% | -456.3% | +154.1% |
| All | +211.0% | +657.2% | -446.2% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling