-72.2%
TTD vs GWRE
-25.4%
-46.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -19.9% | +15.6% | +2.5% |
| 7D | +6.3% | -21.1% | +27.4% | +14.5% |
| 30D | -23.9% | +1.3% | -25.2% | -25.9% |
| 3M | -31.4% | +7.4% | -38.8% | -35.3% |
| 6M | -42.7% | +5.6% | -48.3% | -46.1% |
| YTD | -62.0% | -19.2% | -42.8% | -63.5% |
| 1Y | -72.2% | -25.1% | -47.1% | -72.7% |
| All | -72.2% | -25.4% | -46.8% | -72.7% |
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