-78.2%
TMF vs GWRE
+844.6%
-922.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.4% |
| 7D | -9.3% | -2.0% | -7.3% | -9.4% |
| 30D | +1.9% | -4.1% | +6.0% | +1.7% |
| 3M | -11.2% | -13.4% | +2.1% | -11.8% |
| 6M | -17.7% | +26.0% | -43.7% | -15.5% |
| YTD | -24.5% | -21.3% | -3.2% | -25.1% |
| 1Y | -29.4% | -27.5% | -1.9% | -30.5% |
| 3Y | -33.4% | +72.7% | -106.1% | -27.1% |
| 5Y | -88.7% | +26.4% | -115.1% | -88.7% |
| 10Y | -82.5% | +169.3% | -251.8% | -77.6% |
| All | -78.2% | +844.6% | -922.8% | -63.6% |
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