+45.8%
TNA vs GWRE
-44.7%
+90.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -7.3% | -13.2% | +6.0% | -6.7% |
| 30D | -14.2% | -18.6% | +4.4% | -13.8% |
| 3M | -4.6% | +18.9% | -23.5% | -6.5% |
| 6M | +36.9% | -11.0% | +47.9% | +40.0% |
| YTD | +42.5% | -29.9% | +72.4% | +60.9% |
| 1Y | +45.8% | -44.3% | +90.1% | +94.7% |
| All | +45.8% | -44.7% | +90.4% | +94.7% |
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