+1.1%
TEL vs GWRE
-25.4%
+26.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -19.9% | +19.6% | -0.4% |
| 7D | +3.0% | -21.1% | +24.1% | +2.9% |
| 30D | -3.9% | +1.3% | -5.2% | -3.7% |
| 3M | -5.1% | +7.4% | -12.6% | -4.9% |
| 6M | +0.6% | +5.6% | -5.0% | +1.5% |
| YTD | -7.3% | -19.2% | +11.9% | -6.0% |
| 1Y | +1.1% | -25.1% | +26.3% | +2.8% |
| All | +1.1% | -25.4% | +26.5% | +2.8% |
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