-75.8%
TMF vs GWRE
+869.7%
-945.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -19.9% | +20.3% | -1.1% |
| 7D | -1.4% | -21.1% | +19.7% | -2.9% |
| 30D | -2.8% | +1.3% | -4.1% | -2.5% |
| 3M | -10.9% | +7.4% | -18.3% | -10.0% |
| 6M | -21.3% | +5.6% | -26.9% | -20.3% |
| YTD | -15.9% | -19.2% | +3.3% | -16.6% |
| 1Y | -15.7% | -25.1% | +9.4% | -16.9% |
| 3Y | -43.4% | +87.7% | -131.1% | -37.5% |
| 5Y | -87.8% | +32.0% | -119.8% | -87.7% |
| 10Y | -86.7% | +157.8% | -244.5% | -83.3% |
| All | -75.8% | +869.7% | -945.4% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling