+145.9%
TT vs GWRE
+14.4%
+131.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -1.0% | -30.9% | +30.0% | +2.9% |
| 30D | -8.9% | -20.7% | +11.8% | -7.0% |
| 3M | -1.8% | +20.2% | -22.0% | -5.7% |
| 6M | +1.9% | -11.9% | +13.7% | +1.8% |
| YTD | +13.8% | -30.3% | +44.1% | +19.3% |
| 1Y | +6.1% | -44.6% | +50.8% | +17.5% |
| 3Y | +119.6% | +48.8% | +70.8% | +78.3% |
| 5Y | +145.9% | +14.8% | +131.1% | +108.3% |
| All | +145.9% | +14.4% | +131.4% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling