-4.5%
TT vs GWRE
-24.5%
+20.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.9% | -7.6% | -0.9% |
| 7D | -8.5% | +2.2% | -10.7% | -8.2% |
| 30D | -12.8% | +4.5% | -17.3% | -12.2% |
| 3M | -12.9% | +6.4% | -19.3% | -11.2% |
| 6M | -15.2% | +18.8% | -34.1% | -10.3% |
| YTD | +6.2% | -15.1% | +21.3% | +9.5% |
| 1Y | -4.5% | -23.4% | +18.9% | +2.5% |
| All | -4.5% | -24.5% | +20.0% | +2.5% |
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