+4,407.9%
TSM vs GWRE
+749.2%
+3,658.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.0% | +4.2% | +0.4% |
| 7D | +4.8% | -26.2% | +31.0% | +11.5% |
| 30D | +4.0% | -17.8% | +21.8% | +7.5% |
| 3M | +2.0% | +14.2% | -12.3% | -4.7% |
| 6M | +25.5% | -12.9% | +38.4% | +24.0% |
| YTD | +44.0% | -29.2% | +73.2% | +49.5% |
| 1Y | +75.4% | -44.4% | +119.9% | +95.2% |
| 3Y | +406.7% | +51.1% | +355.7% | +306.5% |
| 5Y | +285.0% | +16.5% | +268.5% | +222.6% |
| 10Y | +1,815.4% | +131.6% | +1,683.8% | +1,252.5% |
| All | +4,407.9% | +749.2% | +3,658.7% | +2,661.9% |
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