+27.1%
TD vs GWRE
-14.1%
+41.2%
-6.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +0.8% |
| 7D | -2.6% | -30.9% | +28.4% | -3.8% |
| 30D | -1.0% | -20.7% | +19.7% | -1.3% |
| 3M | +5.6% | +20.2% | -14.5% | +7.7% |
| 6M | +27.1% | -11.9% | +38.9% | +28.4% |
| All | +27.1% | -14.1% | +41.2% | +28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling