+917.7%
TT vs GWRE
+131.0%
+786.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -1.2% | -13.2% | +12.0% | +1.3% |
| 30D | -7.3% | -18.6% | +11.3% | -4.7% |
| 3M | -3.6% | +18.9% | -22.5% | -8.8% |
| 6M | +2.8% | -11.0% | +13.8% | +1.8% |
| YTD | +14.5% | -29.9% | +44.4% | +19.4% |
| 1Y | +7.4% | -44.3% | +51.8% | +18.8% |
| 3Y | +116.2% | +51.7% | +64.6% | +73.2% |
| 5Y | +147.4% | +15.4% | +131.9% | +107.7% |
| All | +917.7% | +131.0% | +786.7% | +571.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling