+36.5%
WELL vs TSLQ
-17.8%
+54.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.6% | +2.7% |
| 7D | +9.2% | +9.8% | -0.7% | +8.9% |
| 30D | +10.6% | -6.0% | +16.7% | +10.7% |
| 3M | +7.5% | -35.0% | +42.5% | +8.1% |
| 6M | +15.0% | -24.9% | +40.0% | +15.0% |
| YTD | +35.0% | -12.7% | +47.7% | +35.6% |
| 1Y | +36.5% | -21.0% | +57.5% | +37.0% |
| All | +36.5% | -17.8% | +54.3% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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