+1,105.1%
TMO vs GWRE
+741.3%
+363.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.6% | -13.2% | +12.6% | +2.5% |
| 30D | +1.1% | -18.6% | +19.7% | +5.0% |
| 3M | +28.3% | +18.9% | +9.4% | +20.8% |
| 6M | +23.3% | -11.0% | +34.2% | +22.8% |
| YTD | +5.5% | -29.9% | +35.3% | +10.6% |
| 1Y | +24.5% | -44.3% | +68.9% | +37.9% |
| 3Y | +19.6% | +51.7% | -32.1% | -2.0% |
| 5Y | +8.1% | +15.4% | -7.3% | -7.7% |
| 10Y | +336.7% | +129.4% | +207.3% | +206.3% |
| All | +1,105.1% | +741.3% | +363.8% | +598.5% |
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