+19.7%
TMO vs GWRE
-24.6%
+44.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.9% |
| 7D | -4.5% | +4.5% | -9.1% | -5.0% |
| 30D | +3.1% | +1.7% | +1.4% | +2.7% |
| 3M | +17.2% | +4.4% | +12.9% | +15.6% |
| 6M | +45.3% | +19.5% | +25.8% | +39.5% |
| YTD | +17.1% | -16.7% | +33.9% | +16.3% |
| 1Y | +19.7% | -24.0% | +43.7% | +22.7% |
| All | +19.7% | -24.6% | +44.3% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling