-14.7%
TRI vs GWRE
-24.6%
+9.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.8% |
| 7D | +1.5% | +4.5% | -3.0% | -0.9% |
| 30D | +20.4% | +1.7% | +18.7% | +18.9% |
| 3M | +20.6% | +4.4% | +16.2% | +14.1% |
| 6M | +25.5% | +19.5% | +6.0% | +8.5% |
| YTD | -7.1% | -16.7% | +9.7% | -11.7% |
| 1Y | -14.7% | -24.0% | +9.3% | -14.0% |
| All | -14.7% | -24.6% | +9.9% | -14.0% |
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