+442.3%
WELL vs TTMI
+394.2%
+48.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.2% |
| 7D | +0.1% | +11.4% | -11.3% | -1.4% |
| 30D | +5.7% | -28.3% | +34.0% | +8.6% |
| 3M | +4.6% | -46.7% | +51.3% | +11.1% |
| 6M | +11.9% | -56.1% | +68.0% | +20.1% |
| YTD | +33.6% | +7.4% | +26.2% | +19.9% |
| 1Y | +29.8% | +17.4% | +12.4% | +13.5% |
| 3Y | +202.2% | +429.1% | -227.0% | +79.3% |
| 5Y | +223.2% | +418.8% | -195.5% | +84.5% |
| All | +442.3% | +394.2% | +48.1% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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