+184.4%
TCOM vs GWRE
+741.3%
-556.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -4.9% | -13.2% | +8.3% | -1.4% |
| 30D | -14.4% | -18.6% | +4.2% | -10.8% |
| 3M | -17.7% | +18.9% | -36.6% | -23.3% |
| 6M | -25.1% | -11.0% | -14.2% | -25.9% |
| YTD | -45.7% | -29.9% | -15.8% | -42.8% |
| 1Y | -47.9% | -44.3% | -3.5% | -41.3% |
| 3Y | +8.9% | +51.7% | -42.7% | -14.4% |
| 5Y | +26.9% | +15.4% | +11.4% | +5.8% |
| 10Y | -11.2% | +129.4% | -140.6% | -40.5% |
| All | +184.4% | +741.3% | -556.9% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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