+225.0%
WELL vs TSLQ
-97.3%
+322.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -1.1% | -8.0% | +6.9% | -1.3% |
| 30D | +0.7% | -23.8% | +24.5% | +0.2% |
| 3M | +14.5% | -7.0% | +21.5% | +14.7% |
| 6M | +14.4% | -17.1% | +31.5% | +14.5% |
| YTD | +28.5% | +0.1% | +28.4% | +29.7% |
| 1Y | +41.8% | -51.2% | +93.0% | +40.1% |
| 3Y | +202.8% | -95.9% | +298.7% | +185.4% |
| All | +225.0% | -97.3% | +322.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling