+222.0%
WELL vs TTMI
+406.5%
-184.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.7% |
| 7D | +3.0% | -11.5% | +14.6% | +3.5% |
| 30D | +10.2% | -40.3% | +50.5% | +12.6% |
| 3M | +6.1% | -44.5% | +50.6% | +8.6% |
| 6M | +16.6% | -54.1% | +70.7% | +19.8% |
| YTD | +35.3% | +4.7% | +30.7% | +27.4% |
| 1Y | +31.5% | +3.3% | +28.1% | +23.3% |
| 3Y | +206.5% | +407.2% | -200.8% | +122.2% |
| 5Y | +222.0% | +406.5% | -184.6% | +111.4% |
| All | +222.0% | +406.5% | -184.6% | +111.4% |
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