-42.0%
TMF vs GWRE
+51.5%
-93.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.0% | +3.3% | -1.3% |
| 7D | -0.9% | -26.2% | +25.3% | +1.1% |
| 30D | -1.0% | -17.8% | +16.8% | +0.1% |
| 3M | -11.3% | +14.2% | -25.5% | -12.9% |
| 6M | -22.7% | -12.9% | -9.8% | -22.4% |
| YTD | -17.3% | -29.2% | +11.9% | -14.8% |
| 1Y | -22.5% | -44.4% | +21.9% | -17.6% |
| All | -42.0% | +51.5% | -93.4% | -56.3% |
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