+208.8%
WELL vs TTMI
+806.9%
-598.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | -0.3% |
| 7D | -1.1% | +7.5% | -8.6% | -1.6% |
| 30D | +0.7% | -4.5% | +5.2% | +0.9% |
| 3M | +14.5% | -28.5% | +43.1% | +16.4% |
| 6M | +14.4% | +28.4% | -14.0% | +9.5% |
| YTD | +28.5% | +80.1% | -51.6% | +18.4% |
| 1Y | +41.8% | +161.0% | -119.3% | +24.3% |
| 3Y | +202.8% | +862.4% | -659.6% | +111.1% |
| 5Y | +208.8% | +812.9% | -604.1% | +112.1% |
| All | +208.8% | +806.9% | -598.1% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling