-16.7%
TLN vs GWRE
-25.4%
+8.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -19.9% | +23.7% | +1.9% |
| 7D | +7.1% | -21.1% | +28.2% | +5.0% |
| 30D | -3.9% | +1.3% | -5.2% | -3.8% |
| 3M | -16.2% | +7.4% | -23.6% | -14.4% |
| 6M | -5.8% | +5.6% | -11.4% | -4.2% |
| YTD | -15.4% | -19.2% | +3.8% | -12.0% |
| 1Y | -16.7% | -25.1% | +8.5% | -13.1% |
| All | -16.7% | -25.4% | +8.7% | -13.1% |
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