+224.7%
WELL vs TSLQ
-97.2%
+321.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | 0.0% |
| 7D | -2.2% | +5.7% | -7.9% | -2.1% |
| 30D | +4.7% | -21.1% | +25.8% | +4.2% |
| 3M | +11.9% | -11.5% | +23.5% | +12.0% |
| 6M | +14.3% | -14.9% | +29.2% | +14.5% |
| YTD | +28.4% | +2.4% | +25.9% | +29.6% |
| 1Y | +42.3% | -49.8% | +92.1% | +40.8% |
| 3Y | +202.6% | -95.8% | +298.4% | +185.4% |
| All | +224.7% | -97.2% | +321.9% | +211.0% |
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 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