+72.6%
TEL vs GWRE
+50.1%
+22.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | +1.6% | -13.2% | +14.8% | +2.7% |
| 30D | -0.7% | -18.6% | +17.9% | +0.7% |
| 3M | +2.4% | +18.9% | -16.5% | +0.5% |
| 6M | +4.1% | -11.0% | +15.1% | +4.6% |
| YTD | -5.8% | -29.9% | +24.1% | -2.0% |
| 1Y | +0.9% | -44.3% | +45.2% | +9.0% |
| 3Y | +72.6% | +51.7% | +20.9% | +44.7% |
| All | +72.6% | +50.1% | +22.5% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling