-83.9%
TTD vs GWRE
+49.2%
-133.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.2% |
| 7D | -7.4% | -30.9% | +23.5% | +6.1% |
| 30D | +3.0% | -20.7% | +23.7% | +11.3% |
| 3M | -27.6% | +20.2% | -47.7% | -35.6% |
| 6M | -49.5% | -11.9% | -37.6% | -49.2% |
| YTD | -63.2% | -30.3% | -32.9% | -59.7% |
| 1Y | -69.7% | -44.6% | -25.1% | -63.7% |
| All | -83.9% | +49.2% | -133.1% | -88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling