+15.4%
TDY vs GWRE
-24.6%
+40.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.9% | -4.5% | -6.4% |
| 7D | -12.7% | +4.5% | -17.2% | -12.5% |
| 30D | -4.9% | +1.7% | -6.6% | -4.8% |
| 3M | -13.5% | +4.4% | -17.8% | -13.3% |
| 6M | -6.4% | +19.5% | -25.9% | -5.9% |
| YTD | +15.9% | -16.7% | +32.6% | +18.3% |
| 1Y | +15.4% | -24.0% | +39.4% | +21.1% |
| All | +15.4% | -24.6% | +40.0% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling