+225.3%
WELL vs TSLQ
-97.0%
+322.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.0% | -14.0% | -1.7% |
| 7D | -0.8% | -5.8% | +5.0% | -0.9% |
| 30D | -0.1% | -22.1% | +22.0% | -0.6% |
| 3M | +18.0% | +10.1% | +8.0% | +18.9% |
| 6M | +15.0% | -6.8% | +21.8% | +15.5% |
| YTD | +28.6% | +8.5% | +20.1% | +30.1% |
| 1Y | +42.9% | -49.7% | +92.6% | +41.3% |
| 3Y | +203.0% | -95.6% | +298.7% | +185.8% |
| All | +225.3% | -97.0% | +322.4% | +212.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling