+46.6%
TEM vs GWRE
+5.6%
+41.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -8.7% | -13.2% | +4.6% | -3.5% |
| 30D | +8.1% | -18.6% | +26.6% | +14.9% |
| 3M | +19.0% | +18.9% | +0.1% | +4.3% |
| 6M | +12.0% | -11.0% | +23.0% | +11.7% |
| YTD | -0.1% | -29.9% | +29.8% | +12.8% |
| 1Y | -33.5% | -44.3% | +10.8% | -13.5% |
| All | +46.6% | +5.6% | +41.0% | +53.2% |
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