+309.3%
TEL vs GWRE
+131.0%
+178.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | +1.6% | -13.2% | +14.8% | +5.3% |
| 30D | -0.7% | -18.6% | +17.9% | +3.5% |
| 3M | +2.4% | +18.9% | -16.5% | -4.7% |
| 6M | +4.1% | -11.0% | +15.1% | +3.0% |
| YTD | -5.8% | -29.9% | +24.1% | -0.5% |
| 1Y | +0.9% | -44.3% | +45.2% | +14.8% |
| 3Y | +72.6% | +51.7% | +20.9% | +28.5% |
| 5Y | +57.5% | +15.4% | +42.1% | +26.2% |
| All | +309.3% | +131.0% | +178.4% | +147.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling