+124.3%
TDG vs GWRE
+15.1%
+109.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -1.9% | -13.2% | +11.4% | +0.4% |
| 30D | -7.7% | -18.6% | +10.9% | -5.3% |
| 3M | -9.3% | +18.9% | -28.2% | -13.6% |
| 6M | -9.4% | -11.0% | +1.6% | -9.8% |
| YTD | -14.3% | -29.9% | +15.6% | -10.6% |
| 1Y | -11.8% | -44.3% | +32.5% | -3.2% |
| 3Y | +52.0% | +51.7% | +0.3% | +21.5% |
| All | +124.3% | +15.1% | +109.2% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling