-79.9%
TTD vs GWRE
+15.1%
-94.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +2.3% |
| 7D | -0.6% | -13.2% | +12.6% | +8.4% |
| 30D | +6.3% | -18.6% | +24.9% | +17.7% |
| 3M | -24.1% | +18.9% | -43.0% | -37.1% |
| 6M | -47.4% | -11.0% | -36.5% | -48.0% |
| YTD | -62.2% | -29.9% | -32.3% | -56.0% |
| 1Y | -68.3% | -44.3% | -24.0% | -56.2% |
| 3Y | -83.4% | +51.7% | -135.1% | -92.4% |
| All | -79.9% | +15.1% | -94.9% | -86.3% |
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