+405.3%
TNA vs GWRE
+741.3%
-336.0%
-88.1%
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% | +0.6% |
| 7D | -7.3% | -13.2% | +6.0% | +2.8% |
| 30D | -14.2% | -18.6% | +4.4% | -4.5% |
| 3M | -4.6% | +18.9% | -23.5% | -25.1% |
| 6M | +36.9% | -11.0% | +47.9% | +24.9% |
| YTD | +42.5% | -29.9% | +72.4% | +52.9% |
| 1Y | +45.8% | -44.3% | +90.1% | +91.2% |
| 3Y | +104.7% | +51.7% | +53.0% | -1.0% |
| 5Y | -21.7% | +15.4% | -37.1% | -49.8% |
| 10Y | +83.8% | +129.4% | -45.6% | -22.1% |
| All | +405.3% | +741.3% | -336.0% | +46.6% |
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