+2,444.8%
TT vs GWRE
+793.8%
+1,651.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.4% | +1.0% |
| 7D | +1.6% | -25.6% | +27.1% | +6.6% |
| 30D | -7.3% | -12.2% | +4.9% | -5.9% |
| 3M | -2.6% | +17.7% | -20.3% | -7.5% |
| 6M | +5.9% | -11.3% | +17.2% | +5.0% |
| YTD | +15.4% | -25.5% | +40.9% | +18.2% |
| 1Y | +8.2% | -42.8% | +51.1% | +17.9% |
| 3Y | +122.7% | +59.0% | +63.6% | +82.7% |
| 5Y | +145.0% | +21.6% | +123.4% | +108.6% |
| 10Y | +893.7% | +139.2% | +754.5% | +601.7% |
| All | +2,444.8% | +793.8% | +1,651.0% | +1,391.8% |
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