-19.7%
TPG vs GWRE
-44.7%
+25.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -9.4% | -13.2% | +3.8% | -6.9% |
| 30D | -5.3% | -18.6% | +13.3% | -2.2% |
| 3M | +12.9% | +18.9% | -6.0% | +8.4% |
| 6M | +20.1% | -11.0% | +31.0% | +21.9% |
| YTD | -22.5% | -29.9% | +7.4% | -20.5% |
| 1Y | -19.7% | -44.3% | +24.7% | -9.1% |
| All | -19.7% | -44.7% | +25.0% | -9.1% |
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