+468.0%
TLN vs GWRE
+49.2%
+418.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | +2.0% | -30.9% | +32.9% | +5.8% |
| 30D | -12.9% | -20.7% | +7.7% | -11.6% |
| 3M | -7.4% | +20.2% | -27.6% | -13.7% |
| 6M | -6.0% | -11.9% | +5.8% | -6.7% |
| YTD | -16.9% | -30.3% | +13.4% | -11.2% |
| 1Y | -22.6% | -44.6% | +22.0% | -10.4% |
| All | +468.0% | +49.2% | +418.8% | +410.7% |
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