+237.9%
WELL vs TSLQ
-97.8%
+335.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.1% |
| 7D | +0.1% | -16.8% | +17.0% | -0.3% |
| 30D | +5.7% | -18.0% | +23.6% | +5.3% |
| 3M | +4.6% | -34.5% | +39.1% | +3.8% |
| 6M | +11.9% | -8.9% | +20.8% | +12.5% |
| YTD | +33.6% | -19.0% | +52.6% | +34.3% |
| 1Y | +29.8% | -38.2% | +68.0% | +29.4% |
| 3Y | +202.2% | -96.9% | +299.1% | +180.9% |
| All | +237.9% | -97.8% | +335.7% | +222.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling