+349.9%
WELL vs TTMI
+1,087.8%
-737.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.1% |
| 7D | -2.2% | +6.0% | -8.3% | -3.1% |
| 30D | +4.7% | -6.4% | +11.1% | +5.3% |
| 3M | +11.9% | -28.9% | +40.9% | +15.6% |
| 6M | +14.3% | +26.9% | -12.6% | +5.9% |
| YTD | +28.4% | +77.3% | -48.9% | +10.8% |
| 1Y | +42.3% | +147.5% | -105.2% | +13.6% |
| 3Y | +202.6% | +847.6% | -645.1% | +72.4% |
| 5Y | +206.5% | +802.2% | -595.7% | +69.9% |
| All | +349.9% | +1,087.8% | -737.8% | +136.0% |
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