+572.6%
TLN vs GWRE
+84.2%
+488.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -1.3% | -13.2% | +11.9% | +0.1% |
| 30D | -14.3% | -18.6% | +4.2% | -13.3% |
| 3M | -9.3% | +18.9% | -28.2% | -14.9% |
| 6M | -1.1% | -11.0% | +9.9% | -2.0% |
| YTD | -16.6% | -29.9% | +13.3% | -11.5% |
| 1Y | -22.0% | -44.3% | +22.3% | -11.0% |
| 3Y | +470.2% | +51.7% | +418.5% | +425.4% |
| All | +572.6% | +84.2% | +488.3% | +504.8% |
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 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